Treasury Risk Analyst
Job Reference #
Are you interested in a career in Risk Control, focusing on treasury risks? Are you curious about interest rate, funding and credit 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 Asset and Liabilities Management, and specifically the risk management of Issuances and internal Funding Flows
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 transition) as subject matter expert
assess new business initiatives as well as trades which require risk approval
continuously enhance and develop our control framework
You’ll be working in the Funding Management risk team in Krakow as part of Treasury Risk Control (TRC). Your role as Treasury Risk Analyst will be to identify, monitor and control the market risk of the Funding Management positions, 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 globally.
a university degree in economics, finance, mathematics or other quantitative discipline
knowledge of risk sensitivities, scenario and statistical risk measures such as VaR
deep understanding of financial markets (mainly Fixed Income), products and risk management strategies
excellent communication and interpersonal skills
experience in a risk management / risk control or in a treasury function at a financial institution would be beneficial
accounting knowledge would be beneficial
basic programming, automation and business intelligence (BI) 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 and to deadlines
fluent in English and succinct in both verbal and written communication
curious and thrive on intellectual challenges
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
How we hire
This role requires an assessment on application. Learn more about how we hire: www.ubs.com/global/en/careers/experienced-professionals.html
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.