Market and Treasury Risk VaR and Stress Analyst

Poland

Risk

Group Functions

Job Reference #

231564BR

City

Kraków

Job Type

Full Time

Your role

Do you have a passion for the financial markets and risk analysis?
The Market and Treasury Risk Stress and VaR Management team is looking for an analyst to focus on ensuring the stress scenarios and VaR metrics used to control the bank's risk appetite are appropriate and reflecting market dynamics, the Group's risk profile and plausible stress trigger events. In that role you will also be heavily involved in dealing with regulatory requirements given the regulators focus on stress testing.

Your responsibilities will include:

- Analysing of market moves and creation of shock proposals to calibrate stress scenarios.
- Liaising with economists, subject matter experts in MTRC and the business for review and challenge of the proposals.
- Ensuring the documentation of the analysis and the review and challenge sessions is of the highest standard.
- Supporting the team’s response to regulatory requirements and change.
- Involvement in larger infrastructure projects to enhance stress and VaR processes and calculations.
- Staying on top of methodological changes in the firm’s internal Value at Risk model.

Your team

Stress and VaR Management sits within Market and Treasury Risk Control and provides an integrated function between the portfolio risk officers and other functions such as the Risk Methodology team and the economists. You will be a part of a global team with colleagues in London and Zurich. This team needs to ensure that the stress scenarios are appropriately designed and stand accountable to internal stakeholders as well as regulatory authorities. The stress and VaR models need to be understood and process made on enhancing modeling techniques.

Your expertise

Your expertise :
- Strong analytical thinking and a quick grasp of things.
- Keen interest in financial markets and products.
- Excellent academics with quantitative knowledge.
- Good interpersonal and communication skills.
- Ability to work independently with strong problem solving skills.
- Experience with financial products, stress testing and VaR are a plus

About us

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?

Join us

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Contact Details

UBS Recruiting Poland

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.