Market Risk Controller 100% (f/m/d)

Julius Baer; Zürich; Vor Ort; CHF 120.000 - 190.000; Vollzeit

Zusammenfassung

Julius Baer is seeking a quantitative risk professional to advance the valuation adjustment risk management framework and monitor market risk in a trading environment. You will collaborate with Model Validation, Product Control and Finance to keep methodologies robust and compliant.

Key duties include developing risk models, daily market risk reporting, assessing new products for approval, and maintaining risk IT applications with cross-functional teams.

Qualifikationen

• Higher university degree in a quantitative field (Physics, Mathematics, Engineering, Econometrics, Quantitative Finance).
• Several years of experience in the trading environment (market risk, valuation control, model validation or trading).
• Deep knowledge of financial markets and products as represented in trading systems.
• Experience in front trading applications like Front Arena or Murex.

Aufgaben

• Develop the current risk models and risk framework for Front & Trading units.
• Daily reporting of market risk and monitoring risk controls.
• Collaborate with Model Validation, Product Control, Finance to ensure compliance and transparency.
• Assess new products in the product approval process and review trading positions.
• Develop and maintain market risk IT applications and engage in regulatory projects.

Kenntnisse

Analytical skills

Trading systems

Front Arena

Murex

Communication with senior management

Initiative

Team collaboration

Market risk understanding

Ausbildung

Master's or PhD in Physics/Mathematics/Engineering/Econometrics/Quantitative Finance

Tools

Front Arena

Murex

Jobbeschreibung

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

Development of Valuation Adjustment risk management framework.

Collaborate with Model Validation, Product Control, Finance to ensure that risk management framework and valuation methodologies remain robust, transparent, and compliant with internal policies and regulatory requirements.

YOUR CHALLENGE

• Development of the current risk models, risk framework and their adaptation to the changing needs of the Front & Trading units
• Daily reporting of market risk
• Close communication and collaboration with management on trading risk related aspects
• Assessing new products in the new product approval process
• Review and assessment of trading positions and hedging strategies
• Development and maintenance of the market risk control IT applications
• Engaging in regulatory projects, projects in the Trading space and group-wide projects

YOUR PROFILE

• Higher university degree (or similar) in a quantitative area (Physics, Mathematics, Engineering, Econometrics, Quantitative Finance)
• Several years of experience in the trading environment (market risk, valuation control, model validation or trading)
• Deep knowledge of financial markets, products and their representation in trading systems
• Experience in front trading applications like Front Arena, Murex etc.
• Very strong analytical skills, ability to assess the full scope of a problem
• Able to work on own initiative, willing to take responsibility
• Team-oriented, able to motivate highly qualified, technically minded staff
• Good communication skills up to senior management level