Market Risk Manager
The successful applicant will play a key role in:
- understanding market risk undertaken by the Equity Commodities businesses ranging from reviewing daily trading activity, market activity and resulting risk profiles and PL on both a portfolio and concentration level.
- Ensure that the various businesses are operating within the defined risk appetite by understanding the trading limits and the respective mandates
- being involved with adhoc trade analysis.
- Analyze and approve complex derivatives structures.
- Analyze and advise senior management on approvals of transactions and recommend approval
- Direct contact with traders, bankers and management (e.g. Head of Trading, Head of market risks, etc.)
- Analyse New Business initiatives and recommend approval to Market Risk Heads.
- Identify deficiencies in risk capture/reporting and enhance processes accordingly.
- Contribute to global initiatives such as developing new risk framework and policies.
- Supervising and coaching the more junior team members.
The successful applicant will play a key role in:
- understanding market risk undertaken by the Equity Commodities businesses ranging from reviewing daily trading activity, market activity and resulting risk profiles and PL on both a portfolio and concentration level.
- Ensure that the various businesses are operating within the defined risk appetite by understanding the trading limits and the respective mandates
- being involved with adhoc trade analysis.
- Analyze and approve complex derivatives structures.
- Analyze and advise senior management on approvals of transactions and recommend approval
- Direct contact with traders, bankers and management (e.g. Head of Trading, Head of market risks, etc.)
- Analyse New Business initiatives and recommend approval to Market Risk Heads.
- Identify deficiencies in risk capture/reporting and enhance processes accordingly.
- Contribute to global initiatives such as developing new risk framework and policies.
- Supervising and coaching the more junior team members.
The role requires someone with a solid understanding of Equity and Commodity markets, with the ability to analyse the associated risks. Ideally the candidate would have strong Derivatives and Equity financing knowledge, with solid mathematical skills, and the desire to understand in detail the risk profile of traded products and the markets they operate in. They need to have excellent interpersonal skills to deal with traders and support staff from a wide range of functions within the bank, and who can effectively prioritize their workload in a fast moving and dynamic environment. They will be expected to show initiative and to recommend and implement efficiencies or improvements where necessary. A deep understanding of Trading systems and risk management infrastructure would also be very helpful, whilst a good working understanding of Excel / VBA would be beneficial.
Professional skills and experience:
- Equity product experience (with Commodities preferable) within market risk or risk-related role within a global investment bank or buy-side institution.
- Strong understanding of Derivatives and Equity financing.
- Strong quantitative skills.
- Bachelor and Masters degree in a quantitative subject;
Personal characteristics:
- Strong communications skills
- Demonstrate a level of curiosity in understanding the portfolios.
- Organised, detail-oriented, self-motivated and respond well under pressure.
- The ability to work in a team, adhere to tight deadlines and develop and maintain relationships.
- Enthusiasm and adaptability.
- Confident and cool under pressure; strong presence
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
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