Head Capital Risk Control (m|f|x) Zurich

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Market and Treasury Risk is responsible for risk control of all trading and treasury activities for Bank Julius Baer and the Julius Baer Group. It ensures transparency regarding incurred market risks, maintains an adequate risk limit framework, and is responsible for developing risk models and adapting them to changing needs. It is also responsible for maintaining the market risk framework within the Group and ensures compliance with all relevant laws, regulations, and best practices.

Market and Treasury Risk is also responsible for overseeing capital risk management activities, i.e., it acts as a second line of defense for capital risk.

Tasks

Controlling Capital Risk Management

• Monitor exposures against tolerances defined by the Board of Directors and ALMCO
• Critically review, challenge, and provide input to the respective approval bodies regarding scenario selection and projections 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 input to the respective approval bodies regarding projections made to determine capital remediation measures and their effectiveness. Support discussions with the regulator regarding associated measures together with the first line of defense
• Oversee and challenge capital risk management activities and verify whether the risk profile aligns with the agreed strategy
• Propose and maintain a formalized control framework and corresponding policies
• Orchestrates the activities of the second line of defense and involves other functions (not limited to second line of defense units) where deemed appropriate and required, to both bring in relevant subject matter expertise and ensure holistic assessments
   

Recovery and Resolution Plan

• Critically review, challenge, and provide input to the respective approval bodies on planning documents, early warning indicators, recovery thresholds, scenarios, and recovery options to determine remedial measures and their effectiveness
• Support discussions with the regulator regarding associated measures, together with the first line of defense

Profile / Your qualification / Your personality

• University degree (or equivalent) 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 analyze complex financial data and make informed decisions
• Excellent communication and presentation skills to explain complex information to diverse audiences

Contact

Dimitra N.

Talent Acquisition

Location

Bahnhofstrasse 36, CH-8010 Zurich