UBS-posted 7 months ago
Full-time • Mid Level
Remote • Nashville, TN
Securities, Commodity Contracts, and Other Financial Investments and Related Activities

UBS Business Solutions US LLC is seeking a Market Risk ing & Analysis Specialist in Nashville, TN. 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 a Market Risk ing & Analysis Specialist to monitor market risk, including the use of market risk measures, such as Value-at-Risk (VaR), Greeks, limits, stress, and scenario analysis tools. You will produce high quality reports about the changes in risk levels as a result of various trading activities and provide Business Impact Analysis (BIA) and risk assessment on ad-hoc and regular basis to stakeholders to aid in searching for hedging strategies during the decision-making process. Additionally, you will conduct combined scenario-based stress testing analysis for market risk to quantify overall firm-wide losses that could result from various potential global systemic events. You will monitor the risk measures, analyze the drivers for changes, and provide insights to senior management worldwide on how risk levels have changed due to trading activities across equities, credit, rates, and Foreign Exchange businesses. You will also produce various portfolio reports for senior management, holders, and regulators and perform in-depth analysis of risk drivers using Greeks or other risk measures.

  • Monitor market risk using measures such as Value-at-Risk (VaR), Greeks, limits, stress, and scenario analysis tools.
  • Produce high quality reports about changes in risk levels due to trading activities.
  • Provide Business Impact Analysis (BIA) and risk assessment to stakeholders.
  • Conduct combined scenario-based stress testing analysis for market risk.
  • Monitor risk measures and analyze drivers for changes.
  • Provide insights to senior management on risk level changes.
  • Produce portfolio reports for senior management, holders, and regulators.
  • Perform in-depth analysis of risk drivers using Greeks or other risk measures.
  • Master's degree or foreign equivalent in Risk Management, Accounting, Business Administration, or related field.
  • Alternatively, a Bachelor's degree in the same fields plus two years of experience in a related occupation.
  • Experience with Greeks, Value-at-Risk (VaR), MicroStrategy, Power BI, Python, SQL.
  • Experience with stress analysis, financial products, market risk, and stress testing.
  • Knowledge of Risk Weighted Assets, business intelligence and visualization tools, risk appetite, and monitoring Risk Limits.
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