What would your role be?
Lead the aggregation, analysis, and governance of market risk data across asset classes, with particular focus on structured products and complex equity derivatives portfolios.
Drive continuous enhancement, automation, and scalability of risk infrastructure through the development of robust solutions in Python, PL/SQL, and related technologies.
Own the design and maintenance of data transformation, reconciliation, and data quality frameworks within the firm's Snowflake ecosystem, ensuring integrity and reliability of risk information.
Partner with Front Office, Finance, Technology, and Regulatory Reporting teams to enhance risk analytics, reporting capabilities, and control frameworks across the trade lifecycle.
Lead complex investigations into valuation, risk, and reporting discrepancies, identifying root causes and implementing sustainable remediation measures.
Oversee the development and maintenance of market risk methodologies, including capital calculations, regulatory interpretation, and implementation of frameworks such as FRTB-SA and IRRBB.
Contribute to the evolution of the firm's market risk framework through methodology enhancements, model documentation, governance initiatives, and policy development.
Serve as a key point of contact for Internal Audit, regulators, and senior management on market risk analytics, methodology, and regulatory matters.
Provide subject matter expertise and challenge stakeholders on risk-related initiatives, new products, and business change programs.
At Vontobel, you are building better futures for our clients and society, as well as for yourself. As a family-owned and publicly listed company with over 2,000 professionals based in 28 locations globally and headquartered in Zurich, we’re committed to long-term thinking and sustainability. Our diverse team values unique perspectives, and we hire individuals determined to deliver in a dynamic and changing world. Even if you don’t meet all the criteria, we encourage you to apply if you’re enthusiastic about the role.
