Senior Market Risk Strategist: Data-Driven, FRTB Expert

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

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.