Benchmark Submission Control & Fraud Pattern Recognition Data Analyst

1 day left

Recruiter
UBS (Poland)
Location
Kraków (PL)
Salary
-
Posted
19 Jul 2019
Closes
19 Aug 2019
Contract Type
Permanent
Hours
Full-time

Your role

Are you risk averse but risk aware? Do you specialize in monitoring & surveillance? We are looking for someone like that to:

On the Benchmark Submission Control side:
• monitor, review and challenge UBS daily submissions to Enhanced Risk Benchmarks such as LIBOR/SIBOR/HIBOR
• produce monthly reporting analysing market trends comparing to UBS submissions
• Run Reset Risk reporting and analyse output to challenge trades appearing off market
• monitor trade and quote volumes for benchmarks
• assist with transitions of Libor to Alternate Reference rates
• provide ad-hoc reporting/ analysis on a case by case basis when required within CORC or from the Benchmark Manager

On the Fraud Pattern Recognition side:
• conduct initial risk assessment of Trader and Trade Alerts by identifying highest scoring trades that trigger Key Risk Indicators (KRIs)
• interrogate triggered trades within Front Office Risk Management systems in order to obtain further details in relation to trade bookings
• liaise with Middle Office teams in order to gain further explanations surrounding alerted trade bookings
• provide recommendations for an appropriate alert level and analysis on trending over multiple periods

 

Your team

 

You’ll be working in the team based in Zabierzów, Eximius Park. Our team is responsible for detecting potential fraudulent and/or unauthorised trading events within the Investment Bank, and also for monitoring for potential Benchmark manipulation. You will be working closely with the team in London, with regular and ongoing collaboration and interaction. We are looking for someone to initially support the Benchmark Submission Control and Fraud Pattern Recognition team, with potential to specialize directly in one of the two disciplines in the future.

 

Your expertise

• Bachelor or Master degree, preferably in finance, mathematics or similar area
• previous experience in an international company, preferably in banking sector
• product knowledge across asset classes (e.g. Equity Derivatives, Cash, Fixed Income, Rates, FX)
• excellent written and spoken English
• very good communication skills and ability to work in the team 
• strong analytical skills and the ability to challenge the status quo with an independent mindset

Additional assets:
• understanding of trading systems and trading rationale 
• experience in a control function (e.g. Middle Office / Finance) in an investment bank.

 

About us

 

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

 

Join us

 

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now on ubs.com/polandcareers

 

Disclaimer / Policy Statements

 

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.