Your role
- Manage counterpart and liquidity exposures for the EMEA Financing clients active across Equity Prime Brokerage, Clearing and FXPB business areas, ensuring clients are maintained within appetite.
- Manage any distressed client situations by liaising directly with the Client, Credit Risk Control, Senior Management and other stakeholders to minimise the risk of loss to UBS.
- Monitor on an ongoing basis client exposures, significant market events and key industry developments.
- Assess new client portfolios and negotiate legal and margin terms.
- Review client profitability and understand key drivers of LRD and RWA.
- Monitor client trading limits and intraday activity/alerts.
- Develop new margin and risk models.
- Provide transparent risk reporting to management and other internal stakeholders.
Job Type
Full Time
Job Reference #
337670BR
City
London
Your team
You’ll be working within the Financing Risk Management team in London and be expected to partner with our colleagues across Global Markets. The team is global with people based in London, New York and Hong Kong.
Your expertise
- Some experience working within financial markets in a risk management capacity, trading or in a role with considerable exposure to this business area.
- Good product knowledge of derivatives, able to understand, quantify and summarise key risks for forwards, swaps and option contracts.
- Fluency in main financial risk management models, such as CCP margin models, stress testing and Value at Risk.
- Experience with cleared products from a front to back perspective and good industry and product knowledge.
- Highly organised, hands‑on and proactive, capable of distilling vast amounts of qualitative information into a quantitative framework to support decision making.
- Strong IT skills and systems experience with some coding knowledge and regular use of Python, VBA, SQL or C++.
- Desirable experience / areas of interest: market design, game theory, financial markets regulation.
- Bachelor, Master degree or equivalent in a quantitative area such as Mathematics, Computer Science or Engineering.
Disclaimer / Policy statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
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