Market Risk Analyst - Rates/FX

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • UBS
  • 19 Sep 18 2018-09-19

Market Risk Analyst - Rates/FX

Your role
We are looking for a Market Risk Analyst to:

• Understand and control the market risks taken by the MTIR US, STIR US & LATAM and IR Options US trading desks.
• Analyse the market risk profiles of these portfolios, provide transparency and keep management and other control functions actively informed of any evolving key risks
• Support the market risk control framework for the global FX businesses during New York trading hours and facilitate transaction approvals.
• The periodic review of market risk limits to ensure that the risk measures and limits are commensurate with the markets, business strategy and risk/return profile.
• Review daily trading and market activity, the risk profile and revenues
• Perform portfolio reviews and risk assessments. Approve transactions within the delegated market risk authority and in accordance with the policy. Present transactions to senior risk officers for approval
• Understand the quantitative implications of pricing, valuation and risk modeling
• Monitor compliance with risk control policies
• Support regulatory submissions
• Work with colleagues around the globe on projects and initiatives such as developing new risk standards and policies.

Your team
You'll be working in the Market Risk Control team in New York. The team covers the regional Market Risk Control agenda across all asset classes for the UBS Group. The team's major responsibility is to identify and monitor the portfolio's market risks to achieve an appropriate balance between the risk and return while minimizing potential risk concentrations to ensure that the risk-taking is in line with the UBS strategic priorities and values, and within the risk-taking capacity. In terms of the risk identification, the key responsibility is to ensure that the market risks adequately identified, controlled and made transparent. The team is seated on the trading floor.

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

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?