XVA Market Risk Analyst
United Kingdom
20d ago

Your role

Are you an expert on risk? Can you judge the market risk of a portfolio or position? We're looking for someone like that to :

understand and control the market risks managed by the XVA Trading Desk and the Legacy Business

review daily trading and market activity and resulting risk profile and revenues

keep management and other control functions informed of any key risks

work with colleagues globally on projects and initiatives such as developing risk frameworks

understand the quantitative implications of pricing, valuation and risk modelling

keep in touch with Trading, Finance and other functions

Your team

You’ll be working in the XVA & Legacy Market Risk team in London. We cover the XVA trading desk, which manages the counterparty and other portfolio risks for UBS.

We focus on CVA and FVA but the suite of XVAs and other portfolio measures such as SIMM is evolving requiring us to keep close to current regulatory and industry developments.

Additionally, we cover the Legacy business, a team working on unwinding and managing the risks of complex transactions. We monitor the portfolio risk of these desks to ensure that risk exposures are appropriately diversified, that the risk profile is in line with our appetite, and that non-

standard risks are adequately identified, controlled and made transparent.

Your experience and skills

You have :

a university degree in Mathematics, Engineering, Finance, Economics or a similar discipline.

a good understanding of the financial market and key market risk measures

knowledge of market and credit risk exposure techniques, including VaR and Stress

ability to understand complicated transactions and models

strong analytical skills and the ability to apply quantitative techniques to solve practical problems

You are :

a great communicator (and you know how to handle challenging situations)

a team player, while self-motivated to complete tasks independently

good at handling a diverse workload of long-term projects and short-terms asks

curious and willing to learn new things

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 more than 50 countries. Do you want to be one of us?

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).

Why UBS?

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