Risk Manager Market and Counterparty Credit Risks (m/f/d)

The focus of this varied activity is on the thorough examination and assessment of the adequacy of the minimum capital requirements calculated by supervised banks using internal models or standard approaches, with an emphasis on market and/or counterparty credit risks. 

• Assessment of methods and processes for measuring market risks and/or counterparty credit risks within the framework of calculating minimum capital requirements or internal bank risk management and developing decision-making bases
• Review of compliance with regulatory requirements and contribution to the further development of supervisory practices for monitoring market risks and/or counterparty credit risks
• Independent professional work in the areas of risk measurement and minimum capital requirements for market risks and/or counterparty credit risks, including on-site inspections
• Ongoing dialogue with supervised entities, participation in meetings, and representation of expert decisions
• Ongoing dialogue with audit firms and evaluation of audit reports on supervised entities

• University degree with a master's degree, preferably in mathematics, economics, statistics, or physics, and knowledge of financial mathematics
• Three to seven years of experience in a relevant area of banking (measurement and assessment of market, counterparty credit, or CVA risks, VaR models, EPE models, model validation, Basel regulatory framework for capital requirements) and/or at an audit firm
• Excellent analytical skills enabling you to critically assess various banking products and the modeling of associated risks
• Experience working independently in complex and time-critical situations
• Convincing and professional demeanor in dialogue with supervised entities, even in controversial discussions
• Experience working in a quantitative team and contributing to internal knowledge exchange
• German or French language skills (C2) as well as good knowledge of the other language (B2) and good English skills (B2)

Fabio Pelliccia will be happy to provide information.

FINMA supervises the Swiss financial market. It protects the interests of investors, creditors, and insured persons and contributes to the stability and competitiveness of financial market participants through its supervision. More than 700 competent and motivated employees are committed to this every day.

We offer you a position in the Integrated Risk Expertise business area as