Senior Market Risk Specialist

The role of Senior Market Risk Specialist at Vontobel involves shaping and enhancing the firm's risk management frameworks. Vontobel is a family-owned and publicly listed company, with a strong focus on long-term thinking and sustainability. The company is committed to building better futures for clients and society, and is headquartered in Zurich with a global presence. The main day-to-day responsibilities include leading the aggregation, analysis, and governance of market risk data, particularly for structured products and complex equity derivatives. The role also involves driving the enhancement, automation, and scalability of risk infrastructure using technologies like Python, PL/SQL, and Snowflake. Additionally, the specialist will design and maintain data transformation and quality frameworks, partner with various teams to enhance risk analytics and reporting, and lead investigations into valuation and reporting discrepancies. The role also includes overseeing the development of market risk methodologies and serving as a key point of contact for internal and external stakeholders on risk-related matters. To qualify for this role, candidates must have a Master's degree in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Computer Science, or Quantitative Finance. They should have 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related function within the financial services industry. Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms like Snowflake is required. A sound understanding of market risk methodologies and regulatory requirements, including FRTB-SA and/or IRRBB, is also essential. Excellent communication skills in English are mandatory, with German being a strong advantage. Nice-to-have skills include the ability to lead complex initiatives, influence stakeholders, and drive process automation. The role is based in Zurich, offering a top location with collaboration spaces, a friendly and diverse team, and the latest technology. The work environment is agile, with a flat hierarchy and a collaborative spirit. What the role asks for: - Master's degree in a quantitative discipline. - 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related function. - Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake. - Sound understanding of market risk methodologies and regulatory requirements, including FRTB-SA and/or IRRBB. - Excellent communication skills in English. - German language skills are a strong advantage.