Treasury Risk Analyst

Your expertise
You’ll be working in the Liquidity & Funding Team of Market and Treasury Risk Control (MTRC) in New York City. As a member of the MTRC Liquidity & Funding team you will be primarily responsible for the independent review of our global liquidity and funding positions on daily basis. Our role is to independently assess the overall liquidity and funding resiliency of the firm, prepare regular risk reports and review liquidity models. You will interact and work in close collaboration on a daily basis, with departments and functions in other locations such as: Group Risk Control, Treasury and Finance functions.

About Us
UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

How We Hire

You have:

– a university degree in a finance-related area such as Finance, Financial Engineering, Accounting, Economics or a quantitative discipline, e.g. Math/Statistics (an additional qualification such as CFA, PRM, FRM would be considered as a strong asset)

– 3-5 years’ experience in the Liquidity and Funding space

– strong analytic capabilities, including ability to summarize complex business problems and detailed analysis with clarity

– excellent communication and interpersonal skills. Ability to interface with people at varied skill and seniority levels

– knowledge of liquidity risk management including related risk metrics (e.g. LCR, NSFR Basel III ratios, Stress testing, liquidity modeling, CCAR)

– knowledge of RRP (recovery and resolution planning)

– basic understanding of other risk functions i.e. Market risk, Credit risk, Treasury risk

– specific knowledge or experience in the following areas would be a strong asset: Liquidity Management, Balance Sheet analysis, modeling, Recovery & Resolution Planning, Basel III/FRTB, and CCAR

– strong quantitative and qualitative skills, ability to synchronize large amounts of data experience in model development and understanding of statistical concepts

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