Market Risk Analyst

Are you an experienced market risk professional who enjoys financial analysis in a transaction-oriented environment? Are you motivated to take responsibility in a decision-making role and provide independent challenge across a broad portfolio? Are you a solution-oriented individual who can communicate clearly with senior stakeholders?

Are you an experienced market risk professional who enjoys financial analysis in a transaction-oriented environment? Are you motivated to take responsibility in a decision-making role and provide independent challenge across a broad portfolio? Are you a solution-oriented individual who can communicate clearly with senior stakeholders?

• review and analyze Americas FX, Rates & Credit risks daily to identify, assess and control market risk exposures across foreign exchange, rates and credit portfolios
• create transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice
• undertake portfolio analyses of the market risks, perform risk assessments and approve transactions within the delegated market risk authority and in accordance with internal policies and regulations
• work alongside the business, as the 2nd line of defense, to independently identify and elevate issues and concerns
• enhance the risk control framework and participating in corresponding projects in order to accommodate product innovation and regulatory developments
• review the appropriateness of limits frameworks and related controls
• maintain a climate of openness, transparency and accountability in our team

Full Time

342953

New York

The Americas FRC Market Risk Team is within the Market Risk Control team, based on the trading floor in New York. Our Team’s primary responsibilities are to identify, monitor and control market risk in foreign exchange, rates and credit trading portfolios in the Americas. Our team aims to achieve an appropriate balance between risk and return while minimizing potential risk concentrations to ensure that the risk-taking is in line with UBS strategic priorities and values.

Our team provides an independent and comprehensive view of market risks to Management.

• ideally 2-5 years of relevant experience in Investment Banking (IB) or IB-aligned control functions, including Market Risk Control, Model Risk Management, Valuation Control, Financial Control, Quantitative Analysis, and other risk control related functions. Additional experience in financial markets or front-office market-related roles is also desirable
• preferably holds a Bachelor's or Master's degree in a quantitative discipline, including but not limited to Financial Mathematics, Quantitative Finance, Finance, Statistics, Data Science, Econometrics, Computer Science, or a related field
• familiarity with Python and experience working with large and complex datasets, data visualization- and database tools such as Power BI, SQL, and advanced Excel is highly desirable
• strong analytical and quantitative skills, with the ability to apply data-driven and statistical techniques to solve practical business and risk management problems
• knowledge of machine learning, artificial intelligence, and modern data analytics techniques is a plus
• experience in markets-related roles, preferably with exposure to market risk management of structured credit products, quantitative research, trading analytics, or other relevant financial markets activities
• strong interest in and understanding of credit products, including market structure, trading strategies, client flows, and risk drivers
• excellent communication and presentation skills, with the ability to build effective relationships across business lines…