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

  • Deep understanding of Compliance, Asset Management, T&T, and Regulatory Risk processes.
  • Strong expertise in management operational processes.
  • Excellent communication and project coordination skills.
  • Strong analytical and problem-solving abilities.
  • Adherence to the company’s values: Dedication, Conviction, Agility and Responsibility
  • Compliance with regulations and internal directives


    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

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