Job offer
Market Risk Controller 100% (f/m/d)
Julius Baer is seeking a Market Risk Controller (100%) in Zurich to manage risk for trading positions, prepare daily market risk reports, and further develop IT applications for market risk control.
Tasks
- Development of the Valuation Adjustment Risk Management Framework
- Collaborate with Model Validation, Product Control, and Finance to ensure that the risk management framework and the front-office and trading units are compliant
- Daily Reporting on Market Risks
- Close communication and collaboration with senior management on aspects of trading risk
- Review and Evaluation of Trading Positions and Hedging Strategies
- Development and maintenance of IT applications for market risk management
- Participation in regulatory projects, trading projects, and group-wide projects
Requirements
- A university degree (or equivalent) in a quantitative field (physics, mathematics, engineering, econometrics, quantitative finance)
- Several years of experience in a trading environment (market risk, valuation control, model validation)
Job details
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