Senior Market Risk & Valuation Controller

Julius Baer; Zürich; On-site; CHF 120,000 - 190,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Analytical skills

Trading systems

Front Arena

Murex

Communication with senior management

Initiative

Team collaboration

Market risk understanding

Education

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

Tools

Front Arena

Murex

Job description

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.