Senior Market Risk Specialist — Vontobel
- Location
- Zürich
- Contract
- full-time
- Posted
- 2 days ago
Role overview
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.
- 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.
Company and context
- 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.
Additional details
- Flat hierarchy with collaboration at all levels Campus feeling and a collaborative spirit
Notes and original content
- Flat hierarchy with collaboration at all levels
- Campus feeling and a collaborative spirit
Questions about this listing
What salary does Vontobel offer for this role?
Vontobel lists CHF 114'500 - 203'000 gross per year for this position in Zürich. This is the salary published in the original listing (or, when the employer omits a figure, a realistic estimate for the role and sector) — the calculator on this site converts it to your actual net take-home once cross-border tax and social contributions are applied.
Is this a full-time role, and what type of contract does Vontobel offer?
This listing is a full-time position. The contract type shown here comes directly from the employer's original posting; always confirm exact hours, notice period and probation length with Vontobel during the application process, since these details can vary by role even within the same contract category.
Do I need a cross-border work permit for a role in Zürich?
EU/EFTA residents living in the border zone of the country adjoining Canton Zürich can apply for a G permit; the Swiss employer files it with that canton's migration office after the contract is signed. Border-zone rules and processing times vary by neighbouring country and canton, so confirm the specifics with Zürich's cantonal migration office or with HR during the application.
How do I apply for this position at Vontobel?
Use the "Apply now" button on this page — it links directly to Vontobel's original listing at vontobel.wd3.myworkdayjobs.com, so your application goes straight to the employer's own applicant-tracking system. Frontaliere Ticino does not collect or forward applications itself.
