Treasury Portfolio Specialist
Job Reference #
Does the modelling of interest rate risk excite you? Do you like working with big data volume using MS Excel, MS Access, SQL tools and Visual Basic for Applications? Do you like to have exposure to develop, maintain and run data management processes in a leading financial company? For the Replication Portfolio team within Group Treasury we’re looking for someone who can:
• develop, maintain and run processes which model the interest rate risk of non-maturing loans and deposits and provide the respective risk position to the traders on a monthly basis
• use and develop a set of analytical tools and databases efficiently and safely supporting data management and data quality controls
• adjust tools to new business and technical requirements
• continuously improve daily work and challenge status quo
• build up a strong expertise in risk management of balance sheet products
• interact with different stakeholders, e.g. from product management, accounting, controlling
You’ll be working in the Replication Portfolio team within Group Treasury in Krakow - Zabierzów. Our role is to model the interest rate risk of the Wealth Management and Retail business. This global function develops strategies to hedge the balance sheet risks and is responsible to operationally implement and maintain them. The focus is on the modelling of non-maturing loans and deposits by means of replicating portfolios. On a daily basis you will be closely cooperate with team members in Switzerland and USA.
• a university degree in economics, finance, physics, mathematics, statistics, computer science, engineering, or a related quantitative discipline
• proven experience in finance or banking, ideally in market risk
• proficient in MS Excel, MS Access, Visual Basic for Applications and SQL
• ability to communicate and document complex topics in a clear way
• ability to work independently and under time pressure
• fluent English skills
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?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
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.