Data Specialist Risk Management
- Office
- Geneva
- Start Date
- 01.05.2025
- Type of Contract
- Permanent
Mission
Under the guidance of the Head of Risk Management, the Senior Risk Manager oversees the independent Group AM risk and T&T risk management framework, emphasizing regulatory and investment compliance risk.
Main responsibilities
Controls and Supervision:
Risk AM
- Oversee daily consolidated Alternative Investment (AI) risk and performance analysis, including monitoring, controlling, reporting, and managing guideline excesses/breaches across FoHFs, UCITS managed accounts, and other alternative strategies. Define and implement corrective actions as necessary.
- Actively engage in early warning systems, headline risk assessment, and crisis scenario management related to hedge fund single managers.
- Participate in the development, update, and enhancement of the AM risk framework, including risk profiles, policies, and procedures.
- Conduct investment process control analysis and reporting, ensuring compliance with product-specific risk frameworks (investment objectives, guidelines, and limits). Monitor pre- and post-trade adherence, implementing corrective actions when needed.
- Perform fund and portfolio-level risk analysis, including liquidity forecasting, counterparty analysis, and market data monitoring.
- Generate key risk indicators (market risk, liquidity risk, counterparty risk, investment compliance, due diligence activity, sustainability, valuation risk, and new product activity).
- Prepare the Monthly AI Risk Report, covering performance reviews, tracking error, leverage, back-testing, concentration risk, operational due diligence, and legal risk.
- Provide periodic reports to Senior Management.
- Support the onboarding of funds onto the UCITS managed account platform.
- Liaise with external UCITS managed account managers on eligibility, suitability, and compliance issues.
- Develop tactical IT tools for portfolio risk monitoring.
- Oversee outsourcing functions to service providers, ensuring compliance with internal and regulatory requirements.
- Prepare and track regulatory reports and follow up on RFP requests.
- Assist in UBP AM's operational risk assessment and reporting, working closely with other departments.
Risk TT
- Monitor, control, and report market risk, including daily position risk analysis, VaR/RAPM, stop-loss monitoring, stress scenario testing, and back-testing. Administer market risk limits and manage excesses.
- Conduct daily intraday position risk analysis and stop-loss risk monitoring for nostro books.
- Actively engage in early warning and crisis scenario management.
- Ensure P&L integrity and accuracy.
- Conduct independent pricing model verification, validation, and evaluation of complex and illiquid products in nostros.
- Ensuring daily consolidated monitoring, controlling, reporting and handling of limit excess of T&T counterparty, settlement and monthly Groupwide country risk limit exposure; intra day counterparty / settlement risk analysis.
Personal skills
Education
- Education: Bachelor Degree
- Certification: University degree in Economics, Law, or a related field; CM certificate preferred.
Experience
- Years of experience: +10 : senior
- Experience required: Minimum 10 years’ experience in the financial services industry, preferably as a business analyst, with at least 3 years in a similar risk management role.
- Experience in private banking: Optional
Language
- English: Fluent (Additional languages are an advantage.)
OTHER
- Swiss resident: Mandatory