Market and Treasury Risk Analyst

UBS
Weehawken - United States
S: Competitive

Are you a highly motivated person looking to take up a challenge? Do you like analyzing 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 analyze risk sensitivities (greeks)
• Monitoring the risk measures (VaR, Stress, RWA), analyze 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 react 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

Your team

You'll be working in the Market and Treasury team in Weehawken. 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

You have:

• University graduate (mathematics, statistics, economics or business/finance). CFA/PRM/FRM are favorable
• 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

You are:

• 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

Job summary