Market Risk Manager — Cornèr Banca

Role overview

We are looking for a motivated, dynamic, and results-oriented professional to join our team. The successful candidate will play a key role in supporting business activities and actively contributing to the achievement of the company’s objectives within an international, collaborative, and fast-paced environment.

- Implement and monitor market risk models and methodologies across all asset classes (equity, forex, commodities) to manage trading limits, exposures and margin requirements for derivative instruments. - Monitor key market indicators such as volatility, Value at risk, Expected shortfall, liquidity, credit spreads, portfolio concentration, and macroeconomic signals to detect potential systemic or specific risks. - Perform daily controls on client portfolios, margin usage, leverage, diversification and liquidation orders, including conducting systematic stress testing analyses. - Monitor, together with the front office trading department, the investable universe restrictions of instruments (e.g. illiquid, sanctioned, or low-price instruments). - Perform controls on hedging activities with counterparties, verifying hedge effectiveness, analyzing collateral requirements, credit line consumption and conducting stress testing analyses on market risk. - Monitor portfolio-level exposure limits and key risk indicators (KRIs) set by the Board of Directors, Executive Management, etc., activating escalation procedures in case of breaches. - Prepare detailed and accurate reports for senior management, Committee, Regulators, providing clear analysis and recommendations. - Excellent analytical skills and strong attention to detail, with the ability to interpret and synthesize large volumes of data using programming skills (Python, R, SQL), develop dynamic dashboards (e.g., Power BI) and generate valuable reports to support decision-making processes. - Ability to create clear and engaging PowerPoint presentations, effectively communicating analyses to decision-making audiences (e.g., executive committees). - Enthusiastic about enhancing and streamlining processes with precision and strong attention to detail. - Ability to collaborate continuously with other departments, such as front office trading, relationship managers and other control functions (e.g. Compliance).

- Languages: Italian – English (Advanced/Professional) – French/Deutsch (plus). - Ability to work under pressure in a dynamic environment setting priorities and meet tiny deadlines. - Resident in Ticino or willing to relocate.