Beschreibung
In Search of Excellence – also your philosophy for success?Bosshard & Partner’s business activities follow this guiding principle. The company offers its firstclass services to selected top companies in banking, industry, insurance and public sectors.
Bosshard & Partner defines its market position in a unique manner in three different IT business
segments covering job markets consisting of discerning clients, partners and IT specialists. We are the Preferred Supplier of numerous companies – check our company and open mandates at
www.bosspub.ch.
Bosshard & Partner is looking with Mandate 1590
for a Senior Market Risk Specialist / BA Treasury Market Risk
Project environment
Market Risk IT is a core function within the broader IT function of the client. We are responsible for
building, implementing and maintaining IT solutions to support the Market Risk Control function of the client providing transparency, quantifying risks and ensuring we remain within the risk appetite as set by the firm.
In the context of the broader Risk Renewal Program of the bank and activities around creating a
Holistic Risk Framework for Treasury we are building a new Market Risk IT platform to replace the
legacy systems that are no longer fit for purpose. The Market Risk IT part of the Risk Renewal
Program is split into multiple projects, which are managed by Front-To-Back (FTB) Project
Managers and Business Analysts in close collaboration with IT development managers (matrix
organization).
FTB Project Managers and Business Analysts are organized in product teams, which face off to the key business stakeholders for the respective business areas and take full accountability for defining and delivering the Market Risk IT product. This includes prioritization of demand, definition and management of the product roadmap and full accountability for delivery of the roadmap and respective projects.
The MACRO product team is facing off to the Market Risk Officers and Reporting teams responsible for the FX, Linear Interest Rates, Structured Interest Rates portfolios incl. Emerging Market portfolios and Treasury Market Risk portfolio across the bank.
Responsibilities
Your main responsibilities will include:
• Work closely with the project manager, Market Risk Officers and the IT development team
to fully understand and define business processes and supporting IT solutions front-toback,
i.e. from data sourcing through risk analytics to reporting, analysis and workflow
functionality as a subject matter expert
• Develop a deep understanding of the data for the respective Treasury portfolios – act as
go-to-person for data related issues and queries and work with Front Office and other
parties to continuously review and enhance the data quality
• Define and prioritize demand with business stakeholders across Market Risk Control,
Methodology, Front Office and the IT development teams in line with the strategic business
processes and IT architecture
• Where required support the IT development teams by defining and clarifying business
requirements and support with related data and requirements analysis
• Take ownership for specific project deliverables and produce concise documentation of
business requirements and solution designs
This is a broad, challenging role that requires a combination of excellent business, product and
sound IT knowledge, coupled with strong client-facing and interpersonal skills.
Requirements
The ideal candidate has the following qualifications and experience:
• University Degree or Masters in IT/Computer Science or Finance/Economics/Business
Administration
• Excellent Market Risk Management background, ideally experience as Market Risk Officer
(GARP or PRMIA certification is a plus)
• Very strong skills in the area of Treasury Risk Control/Management in Liquidity & Funding,
Capital, Balance Sheet and Interest Rate and FX Risk. We are expecting the candidate to
have peer-level discussions with Market Risk Officers
• Experience with Risk based P&L (risk sensitivity based P&L predict)
• Experience with Banking Books and Trading books analysis in the context of Treasury
Portfolio.
• Strong Business Analysis skills, including gathering requirements and writing functional
specifications
• In depth knowledge of risk data processing concepts and business data content
• Sound IT development and architecture background and understanding – the successful
candidate will communicate and work effectively with software developers and IT architects
• Very good relational database and SQL skills as well as MS Excel, Access and Visual Basic
skills; practical experience with Java or C is a plus
• Very good data modeling and data analysis skills
• Experience with reporting solutions like Business Objects
• Experience working on large scale, complex and global projects
• Excellent communication and interpersonal skills, ability to adapt to different audiences and
working styles / backgrounds in a global and diverse team
• Strong initiative and sense of ownership
• Well structured, very reliable and dedicated; high attention to detail
• Flexibility and ability to define and implement pragmatic solutions under pressure where
required
• Fluent in English