Julius Baer

Provides private banking services worldwide

Market Risk Controller

Risk ManagementConfirmed live in the last 24 hours

Full-timeZürich, SwitzerlandNo salary listedIn-person

About the Job

Requirements

A higher university degree or similar qualification in a quantitative area such as Physics, Mathematics, Engineering, Econometrics, or Quantitative Finance.
Several years of experience in a trading environment, such as market risk, valuation control, model validation, or trading.
Deep knowledge of financial markets, products, and their representation in trading systems.
Experience with front-trading applications such as Front Arena or Murex.
Strong analytical skills and the ability to assess the full scope of a problem.
Ability to work on one's own initiative and take responsibility.
Ability to motivate highly qualified, technically minded staff.
Good communication skills up to senior management level.

Responsibilities

Develop the valuation adjustment risk management framework.
Collaborate with Model Validation, Product Control, and Finance to ensure the risk management framework and valuation methodologies remain robust, transparent, and compliant with internal policies and regulatory requirements.
Develop current risk models and the risk framework, and adapt them to the changing needs of Front and Trading units.
Report market risk daily.
Communicate and collaborate closely with management on trading-risk-related aspects.
Assess new products in the new product approval process.
Review and assess trading positions and hedging strategies.
Develop and maintain market-risk-control IT applications.
Engage in regulatory projects, Trading-space projects, and group-wide projects.

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

Development of Valuation Adjustment risk management framework.
Collaborate with Model Validation, Product Control, Finance to ensure that risk management framework and valuation methodologies remain robust, transparent, and compliant with internal policies and regulatory requirements.

YOUR CHALLENGE

Development of the current risk models, risk framework and their adaptation to the changing needs of the Front & Trading units
Daily reporting of market risk
Close communication and collaboration with management on trading risk related aspects
Assessing new products in the new product approval process
Review and assessment of trading positions and hedging strategies
Development and maintenance of the market risk control IT applications
Engaging in regulatory projects, projects in the Trading space and group-wide projects

YOUR PROFILE

Higher university degree (or similar) in a quantitative area (Physics, Mathematics, Engineering, Econometrics, Quantitative Finance)
Several years of experience in the trading environment (market risk, valuation control, model validation or trading)
Deep knowledge of financial markets, products and their representation in trading systems
Experience in front trading applications like Front Arena, Murex etc.
Very strong analytical skills, ability to assess the full scope of a problem
Able to work on own initiative, willing to take responsibility
Team-oriented, able to motivate highly qualified, technically minded staff
Good communication skills up to senior management level

We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.

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About the Company

Julius Baer

Provides private banking services worldwide

Julius Baer Group Ltd. is a Swiss private bank that serves high-net-worth individuals and families. It focuses on wealth management, investment advisory, discretionary mandates, financing, and related private banking services. Customers’ assets are managed through personalized investment strategies, custody, and tailored financial planning delivered by relationship managers and specialists."

Company size: 5,001-10,000
Company stage: IPO
Headquarters: Switzerland
Founded: 1890

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