We are looking
for a versatile, data-savvy professional to support our Risk and Finance team.
You will work in the Finance and Risk department with a primary responsibility
for Market and Liquidity Risk Management. You will be responsible for the
monitoring of Market and Liquidity Risk, complete the regulatory reporting,
ensure effective data governance and provide capital and liquidity risk
planning. You will be responsible to organise the entity’s Asset and Liability
Management Committee (ALCO) and provide input to the regular Risk Reporting to
the entity’s senior management and Board of Directors.
We strongly value
cross-functional collaboration and knowledge sharing. This is a broad role,
where you may have to cross the boundaries of the role and extend towards
providing input to financial budgeting, stress testing, maintaining the data
governance framework and other matters. You will regularly liaise with our Head
Office on methodological matters.
Primary
Responsibilities:
- Manage and monitor the capital, liquidity and market risk profile of the bank within its risk appetite
- Provide Risk Management oversight over the Treasury function
- Ensure effective functioning of the ALCO, providing analytical content to the committee
- Prepare the regulatory returns to SNB and FINMA with (Regnology FiRE)
- Capital and Liquidity planning and stress testing
- Maintenance of the Fund Transfer Pricing (FTP) framework ensuring fair allocation of costs and revenues across business lines
- Maintenance of the internally developed risk and reporting infrastructure (python-based)
- Lead the data governance framework of the entity