Job Description

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

Market and Treasury Risk is responsible for risk controlling of all trading and treasury activities for Bank Julius Baer and Julius Baer Group. It assures transparency of incurred market risks, maintains an adequate risk limit framework and is responsible for the development of risk models and its adaptation to the changing needs. It is also responsible to maintain the market risk framework within the Group and assures compliance with all relevant laws, regulations and best practice.

Market and Treasury Risk is also responsible for controlling capital risk management activity, i.e. it acts as a 2nd line of defence for capital risk.

YOUR CHALLENGE

Controlling Capital Risk Management

• Monitor exposures against tolerances defined by the BoD and ALMCO

• Critically review, challenge, and provide inputs to the respective approval bodies on scenario selection and projection of selected balance sheet and P&L drivers with material impact on credit and market risks in the annual capital planning process

• Critically review, challenge, and provide inputs to the respective approval bodies on projections made to determine remediating capital measures and their effectiveness. Support discussion of associated means with the regulator together with the 1st line of defence

• Oversee and challenge capital risk management activity and control whether risk profile is in line with agreed strategy

• Suggest and maintain a formalized control framework and corresponding policies

• Orchestrates the 2nd line of defences activities and involves other functions (not limited to 2nd line of defences units) where deemed appropriate and required, to both bring-in relevant SME knowledge and assure holistic assessments
  

Recovery and Resolution Plan

• Critically review, challenge, and provide inputs to the respective approval bodies on planning documents, early warning indicators, recovery thresholds, scenarios and recovery options to determine remediating measures and their effectiveness

• Support discussion of associated means with the regulator together with the 1st line of defence

YOUR PROFILE

• ​University degree (or similar) in a relevant field such as finance, economics, mathematics, or business administration

• At least 5 years of experience in the financial sector, ideally in a role focused on risk management, treasury risk, capital risk, financial and capital planning

• In-depth knowledge of financial markets, risk management practices, capital risk and capital planning, recovery and resolution planning and related regulatory requirements

• Strong analytical skills to analyse complex financial data and make informed decisions

• Excellent communication and presentation skills to explain complex information to diverse audiences

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