Head Risk Transformation

Infastage
  • Post Date: August 20, 2020
  • Applications 0
  • Views 565
Job Overview

Market Risk & Product Control is focused on the trading and treasury activities of Julius Baer. Daily risk calculations and limit adherence checks for the units carrying market risk together with independent compilations of profit and loss figures allow for a transparent and safe business environment that ensures ‘checks and balances’. Reconciliations of positions, cash accounts and profit and loss statements ensure data integrity across systems; parameter checks and model validation ensure proper and consistent valuations.

Within the Market Risk & Product Control department, Risk Analytics is focused on the development of adequate method for measuring market risk in the trading book, maintaining the VaR engine, validation of pricing models and maintaining tailor made risk applications.

RESPONSIBILITIES

Project Management for the CRO Strategic Roadmap initiatives in the area of Market Risk & Product Control

Responsibility from Risk side to drive initiatives from the CRO Roadmap (2020-2023) for three pillars:

Governance (trading mandates, booking processes, governance framework)

Processes (standardisation of new product approval process, enhancement of risk reporting, strengthening IPV process)

Infrastructure ( strengthening integration of risk control systems with front trading architecture, implementation of a risk data warehouse)

Driving joint workgroups between Markets and Market Risk & Product Control

Responsibility for Market Risk IT standards | Market Risk IT integration and related Group Minimum Standards (alignment of international branches and Group entities)

Project responsibility for regulatory projects, especially FRTB

Member of the CRO Data & Platform Council, Group Market Data Working Group

Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience4 Years
  • GenderBoth
  • INDUSTRYBanking
  • QualificationMaster’s Degree
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