26 дней назад
Senior Market Risk Specialist
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Market Risk Specialist (Python/Snowflake): Leading market risk data aggregation, methodology development, regulatory compliance, and scalable risk infrastructure for structured products and complex equity derivatives with an accent on quantitative analysis, data quality, and capital frameworks. Focus on developing automated risk solutions, investigating valuation and reporting discrepancies, and implementing FRTB-SA and IRRBB requirements.
Location: Zürich, Switzerland — Bleicherweg 21
Company
is a family-owned and publicly listed financial services company headquartered in Zurich, with more than 2,000 professionals across 28 locations.
What you will do
- Lead the aggregation, analysis, and governance of market risk data across asset classes, especially structured products and complex equity derivatives portfolios.
- Develop scalable risk infrastructure and automation solutions using Python, PL/SQL, Snowflake, and related technologies.
- Design and maintain data transformation, reconciliation, and data quality frameworks within the Snowflake ecosystem.
- Partner with Front Office, Finance, Technology, and Regulatory Reporting teams to improve risk analytics, reporting, and trade lifecycle controls.
- Investigate valuation, risk, and reporting discrepancies, identify root causes, and implement sustainable remediation measures.
- Maintain market risk methodologies, capital calculations, regulatory interpretations, model documentation, governance initiatives, and policies, including FRTB-SA and IRRBB frameworks.
Requirements
- Master’s degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Quantitative Finance, or a related quantitative discipline.
- 5–12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related financial services function.
- Experience with complex financial products, capital frameworks, and market risk methodologies.
- Strong expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake.
- Understanding of regulatory requirements, ideally including FRTB-SA and/or IRRBB, with the ability to translate them into practical risk management solutions.
- Excellent written and verbal English is required. German is an advantage.
Culture & Benefits
- Zurich location with collaboration spaces and free lunch.
- Friendly, diverse team in an open-office environment.
- Access to modern technology and an agile way of working.
- Flat hierarchy and collaboration across all organizational levels.
- Campus-style environment and collaborative culture.
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