Investment & Credit Risk Analyst Team Lead - Asset Management
Job Reference #
Are you interested in investment risk and credit risk? Do financial markets excite you? Do you enjoy discussing risks?
We’re looking for Risk Analyst to do a blended role of Credit Risk and Market Risk responsible for the following:
• on-going monitoring of counterparty risk exposures and counterparties’ creditworthiness
• analyse counterparty credit risk transactions
• valuate counterparties’ worthiness based on an analysis of both quantitative and qualitative factors
• weekly, monthly, quarterly and ad-hoc reporting and analytics
• run daily, weekly and monthly checks of risk exposures client portfolios
• daily, weekly, monthly, quarterly and ad-hoc reporting and analytics
• perform 'first level' checks across risk measures against minimum standards including tracking error, VaR, stress, liquidity etc
• provide risk analysis to AM Risk Officers at the portfolio level and asset class level by determining the qualitative and quantitative factors driving change in risks and exposures. This will include interaction with Risk teams in APAC, EMEA and US
• analyse portfolios and liaise with AM Risk Officers on the risks that are being taken
• identify, summarise and provide input on key risks and performance of funds for reporting to management
• performance attribution and monitoring
• perform validation of the risk analytics produced such as stress, VaR modeling and testing; model validation support including data gathering
• support the review and approval of new product launches and assessment/approval of new funds and financial instruments
• checking, validating, control the inbound/outbound flow and quality of data
• data cleansing, enriching, verification, resolution of data issues that emerge
• creating reports and views using Power BI, Tableau etc
As team lead, you will be responsible to manage a pool of risk analysts based in Poland within our team.
You'll be working in the Risk Control team within Asset Management in Poland, Cracow. This global team oversees all business areas of Asset Management equities, fixed income, real estate, infrastructure, hedge fund and multi asset portfolios. You will be focusing on portfolios across these asset classes in coordination with the global asset class risk officers.
• a university degree in a numerical discipline, ideally mathematics, physics, finance or economics
• 3-5 years of experience in the financial services industry, preferably in risk management and/or asset management
• strong knowledge and understanding of risk management techniques including concepts such as Value-at-Risk, Portfolio Theory and Stress testing
• ability to respond quickly in a fast moving environment
• a great communicator (and you know how to handle challenging situations)
•operations experience in data validation, exception handling and reporting with associated knowledge of risk management concepts
• able to adapt to evolving requirements and competing priorities
• a self-starter, proactive and flexible
• team-orientated, while able to complete tasks independently
• preferably previous experience in managing a team
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.
UBS Recruiting Poland
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.