Market Risk Analyst

New York, United States - New York
Competitive salary
13 May 2022
10 Jun 2022
Approved employers
Approved employer
Job role
Your role
Are you interested in a career in Risk Control, focusing on treasury risks? Are you curious about interest rate, credit and liquidity risks? Do you work well in a team? If so, you may be interested in our open position; we are looking for someone to:

•- develop a deep understanding of risks taken by Group Treasury with a particular focus on the Treasury Asset Portfolio consisting of High Quality Liquid Assets (HQLA) and Repurchase Agreement (Repo) activities
-• ensure that risks taken are quantified, transparent and within the firm's risk appetite
-• comment market and risk developments in risk reports for the Group and the main legal entities
-• participate in regulatory-driven projects (FRTB, Libor t transition) as subject matter expert
-• assess new business initiatives and continuously enhance and develop our control framework

Your team
You'll be working in the Treasury Assets team in New York as part of Treasury Risk Control (TRC). Your role as Market Risk Analyst will be to identify, monitor and control the market risk of the Treasury Asset Portfolio, ensure an appropriate balance between the risk & return while minimizing potential risk concentrations, monitor the P&L, prepare regular risk reports, and participate in a number of business- and regulatory-driven projects. On a daily basis you will work together with Market & Treasury Risk Control, Group Risk Control, Finance and Group Treasury.

Your expertise
•- a university degree in economics, finance or a quantitative discipline
-• ideally 5 plus years of risk management / risk control experience in fixed income capital markets, or in a treasury function at a major financial institution
-• experience with sensitivity, scenario and statistical risk measures such as VaR
-• deep understanding of financial markets, products and risk management strategies
-• excellent communication and interpersonal skills
-• accounting knowledge would be beneficial
-• basic programming and automation skills would also be beneficial
•- a quantitatively talented individual with attention to detail
-• collaborative and enjoy the challenge of working in the fast-paced environment of a global team
-• self-motivated and willing to take responsibility
-• able to work independently
-• fluent in English and succinct in both verbal and written communication
-• curious and thrive on intellectual challenges

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?

Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

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