UBS Financial Services Market & Treasury Risk Analyst in London, United Kingdom
Are you a highly motivated person looking to take up a challenge? Do you like analysing risks and producing high quality reports that include qualitative analysis? Would you like to present to senior management on the bank’s market and treasury risks? We're looking for someone like that to:
• Understand UBS' trading portfolio and analyse risk sensitivities (greeks)
• Monitoring the risk measures (VaR, Stress, RWA), analyse the reasons for changes and discuss them with Market Risk Officers worldwide to understand how risk levels have changed due to trading activities
• Provide impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision making process (i.e. looking for optimal hedging strategies)
• Stress analysis – understanding how UBS' portfolio could reacts to market and economic events (ie. Lehman Brothers collapse, the Eurozone crisis etc.)
• Production of daily market risk reports, including VaR, Stress, RWA, CST, sensitivity reports on time for the Market Risk community including but not limited to Trading, Risk Officers, Senior Management, Executive Committees, Chief Risk Officer and to Regulators
• Execute on the strategic vision of the team which involves RPA (Robotics Process Automation), Adoption of Business Intelligence and Visualization tools
What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Take the next step:
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements:
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.
You'll be working in the Market and Treasury Risk team in London. We are primarily responsible for the production and development of comprehensive market and treasury risk information used by the risk control teams and by senior management at all levels throughout the firm. The services provided by our team are consumed by the Group Executive Board, Board of Directors, Executive Committees, Chief Risk Officer, Regulators and Trading amongst others.
Your experience and skills:
• University graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favourable
• Previous years of working experience in the financial market industry, ideally in market/treasury risk
• Good knowledge of MS Excel, financial products and market risk fundamentals (essential) including but not limited to VaR, Stress Testing, Risk Weighted Assets and Combined Stress Testing
• numeric and analytical
• good communicator, both written and verbal (and you know how to handle challenging situations)
• good at handling a diverse workload of long-term projects and short-terms asks
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?
Job Reference #: 153334BR
Business Divisions: Corporate Center
Title: Market & Treasury Risk Analyst
Job Type: Full Time
Country / State: United Kingdom
Function Category: Risk