Job Detail
Functional Area
IT Support
Location
Zurich
Job Type:
Full Time/Permanent
Qualifications
Degrees/Certifications in related Discipline
Experience
10+ yearsOffered Salary
Market Competitive
Job Description
Market Risk & Product Control is focused on the trading and treasury activities of Julius Baer. Daily risk calculations and limit adherence checks for the units carrying market risk together with independent compilations of profit and loss figures allow for a transparent and safe business environment that ensures ‘checks and balances. Reconciliations of positions, cash accounts and profit and loss statements ensure data integrity across systems; parameter checks and model validation ensure proper and consistent valuations.
Within the Market Risk & Product Control department, Risk Analytics is focused on the development of adequate method for measuring market risk in the trading book, maintaining the VaR engine, validation of pricing models and maintaining tailor made risk applications.
Skills
Project Management for the CRO Strategic Roadmap initiatives in the area of Market Risk & Product Control
Responsibility from Risk side to drive initiatives from the CRO Roadmap (2020-2023) for three pillars:
Governance (trading mandates, booking processes, governance framework)
Processes (standardisation of new product approval process, enhancement of risk reporting, strengthening IPV process)
Infrastructure ( strengthening integration of risk control systems with front trading architecture, implementation of a risk data warehouse)
Driving joint workgroups between Markets and Market Risk & Product Control
Responsibility for Market Risk IT standards | Market Risk IT integration and related Group Minimum Standards (alignment of international branches and Group entities)
Project responsibility for regulatory projects, especially FRTB
Member of the CRO Data & Platform Council, Group Market Data Working Group