Senior Market Risk Specialist

Vontobel Holding AG; Zürich; Vor Ort; CHF 140.000 - 210.000; Vollzeit

Benefits dieser Stelle

Top Zurich location

Free lunch

Open office space

Flat hierarchy

Zusammenfassung

Vontobel Holding AG in Zürich seeks a senior risk professional with a strong quantitative background to lead market risk data, methodologies, and regulatory oversight. You will partner with Front Office, Finance, Technology, and Audit to strengthen risk analytics and governance across the trade lifecycle.

The role emphasizes Python/SQL/PL-SQL, Snowflake data ecosystems, FRTB-SA and IRRBB knowledge, and a proven track record in delivering scalable risk solutions.

Qualifikationen

• Master's degree in a quantitative discipline from a leading university.
• 5–12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or related function within financial services.
• Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake, with a proven track record of delivering scalable analytical and reporting solutions.
• Sound understanding of market risk methodologies and regulatory requirements, ideally including FRTB-SA and/or IRRBB.
• Demonstrated ability to lead complex initiatives, influence stakeholders across functions, drive process automation, and maintain high standards of governance, accuracy, and control.
• Excellent communication skills in English; German is a strong advantage.

Aufgaben

• Lead the aggregation, analysis, and governance of market risk data across asset classes, with focus on structured products and complex equity derivatives portfolios.
• Drive automation and scalability of risk infrastructure through Python, PL/SQL, and related technologies.
• Own data transformation, reconciliation, and data quality frameworks within the Snowflake ecosystem.
• Partner with Front Office, Finance, Technology, and Regulatory Reporting teams to enhance risk analytics and reporting across the trade lifecycle.
• Lead investigations into valuation, risk, and reporting discrepancies and implement remediation measures.
• Oversee development and maintenance of market risk methodologies, including capital calculations and regulatory interpretations (FRTB-SA, IRRBB).
• Contribute to the evolution of the market risk framework through methodology enhancements and governance.
• Serve as a contact for Internal Audit, regulators, and senior management on market risk analytics and regulatory matters.

Kenntnisse

Python

SQL/PL-SQL

Snowflake

Market risk

Regulatory reporting

Data governance

Communication (English)

German language advantage

Ausbildung

Master's degree in quantitative discipline

Tools

Snowflake platform

Data analytics tools

Jobbeschreibung

Are you passionate about shaping risk management frameworks, influencing strategic decision-making, and partnering across the organization to strengthen the firm's risk and regulatory capabilities?
We are seeking a highly analytical and commercially minded senior risk professional with a strong quantitative background and a deep understanding of market risk. In this role, you will act as a key subject matter expert, driving the evolution of risk methodologies, regulatory compliance, and data-driven risk oversight. You will work closely with Front Office, Finance, Technology, and senior stakeholders to ensure the bank maintains a robust and scalable risk management framework in an increasingly complex market environment.

What would your role be?

• Lead the aggregation, analysis, and governance of market risk data across asset classes, with particular focus on structured products and complex equity derivatives portfolios.
• Drive continuous enhancement, automation, and scalability of risk infrastructure through the development of robust solutions in Python, PL/SQL, and related technologies.
• Own the design and maintenance of data transformation, reconciliation, and data quality frameworks within the firm's Snowflake ecosystem, ensuring integrity and reliability of risk information.
• Partner with Front Office, Finance, Technology, and Regulatory Reporting teams to enhance risk analytics, reporting capabilities, and control frameworks across the trade lifecycle.
• Lead complex investigations into valuation, risk, and reporting discrepancies, identifying root causes and implementing sustainable remediation measures.
• Oversee the development and maintenance of market risk methodologies, including capital calculations, regulatory interpretation, and implementation of frameworks such as FRTB-SA and IRRBB.
• Contribute to the evolution of the firm's market risk framework through methodology enhancements, model documentation, governance initiatives, and policy development.
• Serve as a key point of contact for Internal Audit, regulators, and senior management on market risk analytics, methodology, and regulatory matters.
• Provide subject matter expertise and challenge stakeholders on risk-related initiatives, new products, and business change programs.

What are we looking for?

• Master's degree in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Computer Science, or Quantitative Finance from a leading university.
• 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related function within the financial services industry, with exposure to complex financial products and capital frameworks.
• Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake, with a proven track record of delivering scalable analytical and reporting solutions.
• Sound understanding of market risk methodologies and regulatory requirements, ideally including FRTB-SA and/or IRRBB, combined with the ability to translate regulatory expectations into practical risk management solutions.
• Demonstrated ability to lead complex initiatives, influence stakeholders across functions, drive process automation, and maintain high standards of governance, accuracy, and control.
• Excellent communication skills in English, both written and verbal; German is a strong advantage.

What do we offer?

• Top Zurich location with collaboration spaces and free lunch
• Friendly, diverse team in an open‑office space
• All the latest technology to help you excel and advance
• Agile environment in how we think, the way we work and our trust for each other
• Flat hierarchy with collaboration at all levels
• Campus feeling and a collaborative spirit

We are looking for talented people, not just a CV that ticks all the boxes. Even if you do not have absolutely everything we have asked for, if this role sounds like a good fit for you, we encourage you to apply.

Why Vontobel?

At Vontobel, you are building better futures for our clients and society, as well as for yourself. As a family‑owned and publicly listed company with over 2,000 professionals based in 28 locations globally and headquartered in Zurich, we’re committed to long‑term thinking and sustainability.

Our diverse team values unique perspectives, and we hire individuals determined to deliver in a dynamic and changing world. Even if you don't meet all the criteria, we encourage you to apply if you're enthusiastic about the role.