UBS Financial Services Liquidity Risk Analyst – Recovery and Resolution Planning in Opfikon, Switzerland
Are you an expert in liquidity and funding risk? Do you know how to implement risk processes? Are you interested in risk modelling? We’re looking for a liquidity risk analyst who can:
• provide independent review, validation and risk management of liquidity and capital models with specific focus on Recovery and Resolution Planning and liquidity and funding
• perform independent testing to identify/qualify liquidity and funding risks. Serve as a knowledgeable professional on quantitative risk modeling and its impacts on liquidity risk management
• understand global regulatory requirements and expectations for the firm’s recovery and resolution plans
• review the underlying assumptions for conceptual soundness, calibration and implementation to assess limitations of the model(s) being validated. Prepare validation report(s)
• communicate model validation results and debate issues, challenges and methodologies with internal counterparts (model developers, model owners) and present to senior management
• provide independent assessment of the firm's liquidity and funding risks
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.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
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 will be working in the Treasury Risk Control Liquidity and funding team in Opfikon ( Zurich area). As a member of the TRC Liquidity & Funding team you will be primarily responsible for supporting the validation of the Firm’s methodology and modeling for Recovery and Resolution Program (RRP). Our role is to independently assess the overall liquidity and funding position, prepare regular risk reports and validate liquidity models. .
Your experience and skills:
• a Masters or Doctorate degree in a finance-related area such as Finance, Financial Engineering, Math/Statistics or a quantitative discipline
• knowledge of liquidity risk management including related risk metrics (e.g. LCR, NSFR, Liquidity analysis and modeling, Stress testing). Specific experience in the following areas would be preferred: Recovery & Resolution Planning, Basel III/FRTB/Liquidity Management, CCAR
• experience in model validation processes and understanding of statistical concepts. Strong quantitative and qualitative skills, ability to synchronize large amounts of data
• excellent communication and interpersonal skills. Ability to interface with people at varied skill and seniority levels
• strong analytic capabilities, including ability to summarize complex business problems and detailed analysis with clarity
• highly proficient in written and verbal communication. Proficiency drafting complex model validation documents is preferred
• quantitatively talented individual
• collaborative and team oriented but able to work independently
• detail and deadline oriented
• a hard-working individual able to work under pressure in a dynamic environment
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 more than 50 countries. Do you want to be one of us?
Job Reference #: 172247BR
Business Divisions: Corporate Center
Title: Liquidity Risk Analyst – Recovery and Resolution Planning
Job Type: Full Time
Country / State: Switzerland - Zürich
Function Category: Risk