Employee, Market Risk Analyst

UBS • New York, NY

118d • $112,778 - $117,778

About The Position

UBS Business Solutions US LLC is seeking an Employee, Market Risk Analyst in New York, NY. Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions? We're looking for an Employee, Market Risk Analyst to: Review and analyze the Americas Equity derivatives risks for the identification, analysis and control of the market risk exposures. Identify, monitor, and control market risk in equity trading portfolios. Create transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice. Undertake portfolio analyses of the market risks, perform risk assessments and approve transactions within the delegated market risk authority and in accordance with internal policies and regulations. Work alongside the business, as the second line of defense, to independently identify and escalate issues and concerns. Enhance the risk control framework and participating in corresponding projects to accommodate product innovation and regulatory developments. Review the appropriateness of limits frameworks and related controls. Maintain a climate of openness, transparency and accountability in the team. Can work hybrid (In-office/remote).

Requirements

• Master's degree or foreign equivalent in Mathematics, Finance, or a related field of study.
• Experience using advanced mathematical techniques to analyze financial data and solve complex quantitative problems.
• Proficiency in Python and C++.
• Experience developing financial models, automating processes, and performing data analysis.
• Knowledge of derivatives pricing models including Black-Scholes; core financial mathematics concepts, including present value, discounting, and risk-neutral valuation.
• Experience with Bloomberg Terminal; time series data; analyzing historical price data and volatility trends.
• Familiarity with market risk metrics, including Greeks, Value-at-Risk, stress testing, and scenario analysis.

Responsibilities

• Review and analyze the Americas Equity derivatives risks for the identification, analysis and control of the market risk exposures.
• Identify, monitor, and control market risk in equity trading portfolios.
• Create transparency for stakeholders through the preparation and provision of meaningful and timely risk information and relevant advice.
• Undertake portfolio analyses of the market risks, perform risk assessments and approve transactions within the delegated market risk authority and in accordance with internal policies and regulations.
• Work alongside the business, as the second line of defense, to independently identify and escalate issues and concerns.
• Enhance the risk control framework and participate in corresponding projects to accommodate product innovation and regulatory developments.
• Review the appropriateness of limits frameworks and related controls.
• Maintain a climate of openness, transparency and accountability in the team.

Benefits

• Discretionary incentive compensation.
• Flexible working options.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Industry: Securities, Commodity Contracts, and Other Financial Investments and Related Activities
• Education Level: Master's degree