9 days ago

Market Risk & Valuation Control Specialist for Treasury and Interest Rate Derivatives

Julius Bär Gruppe AG

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Market Risk & Valuation Control Specialist for Treasury and Interest Rate Derivatives

Julius Baer is the leading Swiss private banking group with a focus on servicing and advising sophisticated private clients and a premium brand in global wealth management. That is why a comprehensive range of services and first-class service quality are essential – as are the committed teams that provide them.


  • Assure correct and comprehensive P&L & risk reporting for Treasury and IR products
  • Assure market conform valuation parameters and setup for IR derivatives
  • Reconciliation front vs. back office system, incl. monthly recon with financial accounting
  • Maintain and continuously improve the market risk and valuation control framework
  • Responsible for IR related topics within Market Risk & Valuation Control and in strategic topics
  • Business analysis and review of IR reporting processes in collaboration with our stakeholders (Trading / Treasury / Fin. Accounting / Operations / IT)


  • College of higher education (FH) or similar
  • Solid banking experience within Market Risk, Trading, Treasury and/or IR Product Control
  • Profound knowledge of IR derivatives including full life-cycle management
  • Murex expertise in product control environment (MX2000 or MX3), ALM Focus knowhow would be a plus
  • Deep understanding of accounting principles to analyse Front-to-back recon issues (position, cash, P&L)
  • Ability to provide business support to Trading/Treasury in Risk and P&L related issues
  • Excellent data management skills (Excel, Access, SQL)
  • Inquisitive and analytical mind-set, flair for problem solving (attention to details / risk awareness)
  • Ability to streamline processes and to document them
  • Ability to structure and process qualitative and quantitative data and draw insightful conclusions from it
  • Team player with good communication skills for interaction with Trading, Accounting, IT
  • Self-starter with ability to work under pressure in a fast changing environment (financial markets / regulations / operations)

Ms Karin Frei, Human Resources, Bank Julius Baer & Co. Ltd, is looking forward to receiving your full job application through our online application tool. Ms Karin Frei, will be pleased to provide you with any additional information you may require on the area of responsibility. You can reach Ms Karin Frei by phone +41 (0) 58 886 26 51.