Treasury Risk Control - Liquidity Risk Officer

  • Competitive
  • Singapore
  • Permanent, Full time
  • UBS AG
  • 21 Sep 17


Job Type
Full Time

Your role
Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? We're looking for someone like that to join global Treasury Risk Control (TRC) on the Liquidity & Funding team as a risk officer to:
• review and understand the liquidity and funding requirements of the firm
• understand the firm's businesses and how those businesses impact the liquidity and funding position of the firm
• provide independent review, validation and risk management of liquidity and funding models and their assumptions as they relate to the liquidity position of the firm. This includes determining the appropriateness or limitations of the conceptual soundness, calibration and implementation of models/assumptions used for liquidity and funding
• serve as a knowledgeable professional on quantitative risk modeling and its impacts on liquidity risk management
• prepare validation report(s) for model(s) being validated
• communicate model validation results and debate issues, challenges and methodologies with internal counterparts (model developers, model owners) and present to senior management and key stakeholders
• provide independent assessment of the firm's liquidity and funding risks
• remain up-to-date on regulatory requirements and follow financial markets and business trends on a frequent basis and analyze how those developments could impact the firms liquidity and funding position
• train, educate and develop junior members of the team to achieve their potential and grow in their roles within the Firm

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

Your team
You will be working in the Liquidity & Funding Team of Treasury Risk Control (TRC), based in Asia Pacific region (Hong Kong or Singapore) . As a member of the TRC Liquidity & Funding team you will be primarily responsible for supporting the independent review of the Firm's liquidity and funding position. Our role is to independently assess the overall liquidity and funding position, prepare regular risk reports and validate 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, Finance functions and ALM. You should be willing to work independently and be able to concurrently manage multiple time-sensitive deliverables.

Your experience and skills
You have:
• a Doctorate or Master's 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 or FRM would also be viewed an an asset)
• 5+ years working in Banking within a Treasury, Finance, or Risk capacity
• knowledge of liquidity risk management including related risk metrics (e.g. LCR, NSFR Basel III ratios, Stress testing, liquidity modeling, CCAR)
• experience in model validation processes and understanding of statistical concepts
• strong quantitative and qualitative skills, ability to synchronize large amounts of data
• excellent communication and interpersonal skills. Ability to interface with people at varied skill and seniority levels

You are:
• a quantitatively talented individual
• proficient in written and verbal communication (Proficiency drafting complex model validation documents is preferred)
• collaborative and team oriented but able to work independently
• detail and deadline oriented
• able to work under pressure in a dynamic environment

What we offer
Together. That's how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.