Market Risk Reporting Analyst recruitment

UBS is a leading global financial services firm. Our Investment Bank is one of the world’s top global investment banking and securities firms, providing a full spectrum of products to institutional and corporate clients, intermediaries, government and hedge funds worldwide.

The Portfolio Risk Analysis Risk Reporting function is responsible for the production and development of comprehensive risk information used by the risk control teams and by senior management at all levels throughout the firm. This covers market risk, counterparty risk and issuer risk frameworks. The primary risk measures used in the reporting processes are VaR and Stress loss as well as market exposure based metrics. The team has responsibility for providing high quality analysis and promoting consistent standardized reporting across risk control function.

We are looking for a highly motivated person take up the following challenge:

Market Risk Reporting Analyst

Your main tasks include:
• Monitoring the market risk feeds’ arrival and loading process, validate the data and address problems on time
• Monitoring the risk statistics (VaR, Stress), analyze the reasons for changes and discuss them with Market Risk Officers worldwide
• Production of daily market risk reports, including VaR, Stress, sensitivities and issuer risk concentration reports on time
• Maintaining static data to ensure that new market risk feeds are loaded properly to risk systems and new risk limits are updated in the system and correctly reflected in risk reports
• Provide data on ad-hoc or regular basis to senior managers and other authorized data users and regulators
• Generation of several risk reports (Group CEO Report/Executive Risk Committee Report/Chief Risk Officer Report) for Senior Management
• Analyse and comment on risk sensitivities, Value at Risk and Stress
• Building different Value at Risk overviews for the quarterly disclosure
• Performing different analysis and commenting tasks for regulators like the monthly allocation of the regulatory capital, the detailed analysis of the capital development and the VaR Model Backtesting.

Requirements:

• University Degree in Finance/Economics or technical studies
• Excellent MS Office skills (Word/Excel/Access) (VBA, SQL is a plus)
• Flexible person with the capability to understand fast
• Communicative team player
• Good financial product and market risk knowledge
• Highly independent working style
• Solution and optimization oriented personality
• Good analytical skills with a fast understanding of complex processes
• Well structured and ability to set priorities under pressure
• High professional behaviour standards
• Fluent English (spoken and written)

We can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth.

If you would like to work for a global organization where individual contribution counts and where your ambitions and abilities can make a difference, please apply for this position. It starts with you.

UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.