Financial Risk Analyst Trading Book (f/m/d)

Job description

Tasks

• Monitoring and analyzing risks in the trading book and treasury, in particular market, counterparty and liquidity risks
• Valuation of complex financial instruments (derivatives, structured products, FX, fixed income, equities) with regard to their risk characteristics
• Development and validation of risk models for value-at-risk (VaR), expected shortfall, stress tests and backtesting
• Ensuring compliance with regulatory requirements (e.g. FINMA, Basel II/III, FRTB) in the trading book and treasury area
• Preparation of risk reporting and ad hoc analyses for the Trading, Risk Committee

Requirements

• Degree (Uni / FH) in Finance, Mathematics, Physics, Statistics or a related field
• Sound knowledge of quantitative methods, financial mathematics and regulatory requirements
• Experience with risk systems and tools such as Front Arena, Bloomberg, MATLAB, Python, R or Power BI
• Analytical thinking, initiative and ability to work in a team
• Very good knowledge of German and English, good knowledge of French or Italian an advantage

We offer

• We give room for initiative
• We promote personal and professional development
• We offer flexible working models
• We do meaningful and varied work
• We maintain a family environment in a banking group
• We live a responsible corporate culture
• We stand for equal opportunities and digitalization