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Risk Reporting Analyst job in London

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Company Name:  UBS
Location:  London
Country:  United Kingdom
Job Type:  Full Time
Your role

Are you a highly motivated person looking to take up a challenge? Do you like analyzing risk and producing high quality reports for qualitative analysis? Would you like to present to senior management on the bank's market risks? If these things along with driving the strategic vision of the team and providing best in class business intelligence interests you - then this is the role for you.

Your role will include:
  • Understanding UBS' trading portfolio and analyse risk sensitivities (greeks)
  • Monitoring the risk statistics (VaR, Stress, RWA, CST), analyzing the reasons for changes and discuss them with Market Risk Officers worldwide to understand how risk levels have changed due to trading activities
  • Providing impact analysis on an ad-hoc and regular basis to Senior Managers to help them in the decision making process (ie. looking for optimal hedging strategies)
  • Performing different analysis on a daily basis, including monthly allocation of the regulatory Capital, the detailed analysis of the capital development and the VaR model
  • Stress analysis - understanding how UBS' portfolio could reacts to market and economic events
  • Oversight and review of daily market risk reports, including VaR, Stress, RWA, CST, sensitivities and issuer risk concentration 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
  • Helping in the development of the strategic vision of the team, collaborating in project management roles to increase efficiencies and streamline processes, as well as to optimize the infrastructure

    Your team

    The team is primarily responsible for the production and development of comprehensive market risk information used by the risk control teams and by senior management at all levels throughout the firm.

    The primary risk measures used in the reporting processes are Value at risk (VaR) and Liquidity Adjusted Stress (LAS) loss as well as market exposure based metrics (sensitivities). The team has responsibility for providing high quality analysis and promoting consistent standardized reporting across the risk control function.

    The services provided by the team are consumed by the Group Executive Board, Board of Directors, Executive Committees, Chief Risk Officer, Regulators and Trading amongst others.

    Your experience and skills

    You have:

    - a bachelors degree (or equivalent) in either mathematics, statistics, economics or business/finance
    - a CFA /PRM/FRM qualification
    - the ability to integrate into a medium sized global team and experience in the financial markets industry, ideally in market risk
    - excellent numeric and analytical skills and good communication skills both written and verbal
    - good knowledge of MS Excel, financial products and market risk fundamentals is essential including but not limited to VaR, Stress Testing, Risk Weighted Assets and Combined Stress Testing
    - a genuine interest in risk management, the use and application of technology and an attention to detail are also important qualities.


    About us

    UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

    What we offer

    Together. That's how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We'll value your passion and commitment. And reward your performance.

    Why UBS?

    Take the next step

    Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
  • Industry:  Financial Services
    Job Ref:  143824BR
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