Market Risk Stress Analyst
Job Reference #
Do you have a passion for the financial markets and risk analysis? Do you fancy to look at market risk stress testing from a holistic perspective? Are you keen on working on challenging projects driven by regulatory requirements?
We are looking for someone to take on the follwing responsibilites:
-Analysis of the Market Risk requirements from the regulators for the regular external stress testing exercise.
-Engaging and driving the regulatory stress testing exercise, liaise with a variety of internal stakeholders and coordinate between them.
-Understanding the market risk results and support the official submission.
-Involvement in the regular review of the internal stress scenarios, which includes the analysis of market moves and calibration of stress shocks.
-Liaise with economists and subject matter experts in various risk control functions to ensure stress proposals are considered sensible.
-Involvement in advising and working on larger infrastructure projects to enhance stress calculations and modelling
-Supporting the team’s response to regulatory requirements and change
Stress Analytics sits within Market Risk Control and provides an integrated function between the portfolio risk officers and other functions such as the Risk Methodology team and the economists. You will be based on Krakow as part of a global team with colleagues in London & Zurich. This team needs to ensure that the stress scenarios are appropriately designed and stand accountable to internal stakeholders as well as regulatory authorities. The stress model needs to be understood and progress made on enhancing modelling techniques.
-Strong analytical thinking and a quick grasp of things
-Keen interest in financial markets and products
-Excellent academics with quantitative knowledge
-Good interpersonal and communication skills
-Ability to work independently with strong problem solving skills
-Experience with financial products and stress testing are a plus
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?
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.