Senior Liquidity and Funding Analyst
Your role :
Are you passionate about banking and financial markets? Are you an expert in liquidity and funding risk, or are you interested in becoming one? We are looking for someone like you who can:
- implement, validate and develop internal liquidity and funding (L&F) models based on various stress scenarios
- produce reports at Group and regional level, conduct financial analysis and comment results
- support compliance with both internal and external requirements to protect the bank against liquidity risk
- deal directly with various stakeholders, responding to regulatory and audit requests in a professional and timely manner
- provide independent review of liquidity and funding models and their assumptions to identify and mitigate potential risks
Your team :
This is unique opportunity to strengthen the Group Treasury Modelling team. Our mandate is to develop and maintain the Liquidity and Funding, interest rate and cash flow hedge models.
Group Treasury is core when it comes to monitoring and managing liquidity and funding risks of UBS. As a globally operating bank UBS has to meet multiple external reporting requirements.
The team supports liquidity management who ensures there's sufficient liquidity to meet liabilities when due, under both normal and stressed conditions. It requires regular communication including regulators, Central Banks, audit, and senior management.
The Treasury Modelling team in Krakow, Czerwone Maki is responsible for developing and maintaining external and internal L&F models, such as Basel III Liquidity Coverage Ratio (LCR) or the Net Stable Funding Ratio (NSFR). The team is also responsible for development and continuous improvement of the internal L&F models such as Cash Capital or the Structural Liquidity Gap.
Your experience and skills :
- university degree with financial or economics background
- experience in data review and familiarity with banking balance sheet analysis
- understanding of capital markets, risk and product knowledge
- proactive and independent working style
- strong analytical skills and attention to details
- fluent in English
- proficient in Excel
- flexible, resilient team player with a positive attitude
- professional with relevant experience in treasury, controlling, reporting or risk area