Market Risk Controller (f/m/d)

About the role

Julius Baer is looking for a Market Risk Controller in Zurich to develop its valuation adjustment risk management framework and support the Front & Trading units. The role works closely with Model Validation, Product Control and Finance so that risk management frameworks and valuation methodologies stay robust, transparent and compliant with internal policies and regulatory requirements.

Key responsibilities

• Develop the current risk models, risk framework and adapt them to the changing needs of the Front & Trading units
• Produce daily reports on market risk
• Collaborate closely with management on trading risk-related matters
• Assess new products in the new product approval process
• Review and assess trading positions and hedging strategies
• Develop and maintain the market risk control IT applications
• Take part in regulatory projects, trading-space projects and group-wide projects

Required profile

• Higher university degree (or similar) in a quantitative area such as Physics, Mathematics, Engineering, Econometrics or Quantitative Finance
• Several years of experience in a trading environment (market risk, valuation control, model validation or trading)
• Deep knowledge of financial markets, products and their representation in trading systems
• Strong analytical skills and ability to assess the full scope of a problem
• Able to work independently and take responsibility
• Team-oriented, able to motivate highly qualified, technically minded staff
• Good communication skills up to senior management level

Applications are submitted through the company's online application tool.