Market Risk Analyst Job in Ubs
Are you a highly motivated person looking to take up a challenge? Do you like analysing risks and producing high quality reports that include qualitative analysis? Would you like to present to senior management on the banks market and treasury risks? We're looking for someone like that to:
Understand UBS' trading portfolio and analyse risk sensitivities (greeks)
Provide impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision making process (i.e. looking for optimal hedging strategies)
Stress analysis understanding how UBS' portfolio could reacts to market and economic events (ie. Lehman Brothers collapse, the Eurozone crisis etc.)
Production of daily market risk reports, including VaR, Stress, RWA, CST, sensitivity reports on time for the Market Risk community including but not limited to Trading, Risk Officers, Senior Management, Executive Committees, Chief Risk Officer and to Regulators

