Business / Systems Analyst – Basel 3 F2B RWA Calculation Analyst recruitment

With the advent of the changes from Basel 2 / 2.5 to Basel 3, UBS Investment Bank is embarking on a multi-year compliance optimisation programme within the Counterparty Credit Risk area. This initiative is jointly sponsored by the IB Chief Risk Officer, the IB Chief Operations Officer, IB Chief Financial Officer the IB Treasury Trading Global head and supported by the heads of the Front Office and Control functions across UBS Investment Bank.

As the successful candidate your job will be to work as a business / systems analyst focusing on the Front to Back process of generating exposures from UBS’ strategic Counterparty Credit Risk platform and substituting within the Finance RWA / Capital calculations under Basel 2 and Basel 3 regulatory conditions.

As the ideal candidate you are a hands-on Business / Systems Analyst with practical experience and knowledge of the calculation of RWA and Capital under Basel 2 for Counterparty Credit Risk. You may already be involved in projects looking at the impact of Basel 3 and changes required to existing infrastructure and business processes to support.

You are expected to have the following skills and experience:

As the ideal candidate your experience also includes:

We can offer