Market Risk Generalist (m/f) (H/F)

Market Risk Generalist (m/f)

Julius Baer is the leading Swiss private banking group with a focus on servicing and advising sophisticated private clients and a premium brand in global wealth management. That is why a comprehensive range of services and first-class service quality are essential – as are the committed teams that provide them.

YOUR CHALLENGE
In this role you are responsible for risk controlling of all trading and treasury activities for Bank Julius Baer Europe S.A. such as interest rate, credit spread and liquidity risk. These activities include comprehensive reporting to the local Management, the Supervisory Board, the Head Office, as well as the CSSF. You assure transparency of incurred market risks and maintain an adequate risk tolerance framework and are responsible for the development of risk models and its adaptation to the changing needs. You assure compliance with all relevant laws, regulations and best practice including the yearly ICAAP/ILAAP process. You assure the implementation of global standards and support Global functional team work as well as the daily operations in terms of risk calculation (value at risk, risk scenarios), limit monitoring.

REQUIREMENTS

• Banking experience required
• University degree in business administration with focus on financial modelling / or strong experience in financial modelling
• Strong knowledge of regulatory standards of Luxembourg with focus on ICAPP/ILAAP
• consultancy background will be considered as an asset
• Good analytical and conceptual skills with the ability to oversee complexity
• Excel/VBA power user, knowledge of databases, ability to extract necessary information from data for further analysis
• Strong inter-personal and communication skills
• Distinguished flexibility and efficiency
• Able to work under pressure
• Be decisive, proactive and act with care and assertiveness
• Ability to prioritize and multi-task in a competitive environment

This permanent position is available immediately. Apply now by clicking on the apply button below. We are looking forward to receiving your full job application through our online application tool!

Please be informed that we will need to ask for a valid criminal record of every candidate by signing an offer with Bank Julius Baer Europe S.A.