Senior Market Risk Specialist
Zürich / Bleicherweg 21Are you passionate about shaping risk management frameworks, influencing strategic decision-making, and partnering across the organization to strengthen the firm's risk and regulatory capabilities?
We are seeking a highly analytical and commercially minded senior risk professional with a strong quantitative background and a deep understanding of market risk. In this role, you will act as a key subject matter expert, driving the evolution of risk methodologies, regulatory compliance, and data-driven risk oversight. You will work closely with Front Office, Finance, Technology, and senior stakeholders to ensure the bank maintains a robust and scalable risk management framework in an increasingly complex market environment.
We are seeking a highly analytical and commercially minded senior risk professional with a strong quantitative background and a deep understanding of market risk. In this role, you will act as a key subject matter expert, driving the evolution of risk methodologies, regulatory compliance, and data-driven risk oversight. You will work closely with Front Office, Finance, Technology, and senior stakeholders to ensure the bank maintains a robust and scalable risk management framework in an increasingly complex market environment.
What would your role be?
- Lead the aggregation, analysis, and governance of market risk data across asset classes, with particular focus on structured products and complex equity derivatives portfolios.
- Drive continuous enhancement, automation, and scalability of risk infrastructure through the development of robust solutions in Python, PL/SQL, and related technologies.
- Own the design and maintenance of data transformation, reconciliation, and data quality frameworks within the firm's Snowflake ecosystem, ensuring integrity and reliability of risk information.
- Partner with Front Office, Finance, Technology, and Regulatory Reporting teams to enhance risk analytics, reporting capabilities, and control frameworks across the trade lifecycle.
- Lead complex investigations into valuation, risk, and reporting discrepancies, identifying root causes and implementing sustainable remediation measures.
- Oversee the development and maintenance of market risk methodologies, including capital calculations, regulatory interpretation, and implementation of frameworks such as FRTB-SA and IRRBB.
- Contribute to the evolution of the firm's market risk framework through methodology enhancements, model documentation, governance initiatives, and policy development.
- Serve as a key point of contact for Internal Audit, regulators, and senior management on market risk analytics, methodology, and regulatory matters.
- Provide subject matter expertise and challenge stakeholders on risk-related initiatives, new products, and business change programs.
What are we looking for?
- Master's degree in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Computer Science, or Quantitative Finance from a leading university.
- 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related function within the financial services industry, with exposure to complex financial products and capital frameworks.
- Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake, with a proven track record of delivering scalable analytical and reporting solutions.
- Sound understanding of market risk methodologies and regulatory requirements, ideally including FRTB-SA and/or IRRBB, combined with the ability to translate regulatory expectations into practical risk management solutions.
- Demonstrated ability to lead complex initiatives, influence stakeholders across functions, drive process automation, and maintain high standards of governance, accuracy, and control.
- Excellent communication skills in English, both written and verbal; German is a strong advantage.
What do we offer?
- Top Zurich location with collaboration spaces and free lunch
- Friendly, diverse team in an open-office space
- All the latest technology to help you excel and advance
- Agile environment in how we think, the way we work and our trust for each other
- Flat hierarchy with collaboration at all levels
- Campus feeling and a collaborative spirit
We are looking for talented people, not just a CV that ticks all the boxes. Even if you do not have absolutely everything we have asked for, if this role sounds like a good fit for you, we encourage you to apply.
Why Vontobel?
At Vontobel, you are building better futures for our clients and society, as well as for yourself. As a family-owned and publicly listed company with over 2,000 professionals based in 28 locations globally and headquartered in Zurich, we’re committed to long-term thinking and sustainability.
Our diverse team values unique perspectives, and we hire individuals determined to deliver in a dynamic and changing world. Even if you don’t meet all the criteria, we encourage you to apply if you’re enthusiastic about the role.
Do you want to be Vontobel?