Senior Market Risk Specialist

Are 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. 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 appl