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.
- 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.
What are we looking for?
- Master's degree in a quantitative discipline such as Mathematics, Physics, Statistics, Engineering, Computer Science, or Quantitative Finance from a leading university.
- 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related function within the financial services industry, with exposure to complex financial products and capital frameworks.
- Strong technical expertise in Python, SQL/PL-SQL, and modern data platforms such as Snowflake, with a proven track record of delivering scalable analytical and reporting solutions.
- Sound understanding of market risk methodologies and regulatory requirements, ideally including FRTB-SA and/or IRRBB, combined with the ability to translate regulatory expectations into practical risk management solutions.
- Demonstrated ability to lead complex initiatives, influence stakeholders across functions, drive process automation, and maintain high standards of governance, accuracy, and control.
- Excellent communication skills in English, both written and verbal; German is a strong advantage.
What do we offer?
- Top Zurich location with collaboration spaces and free lunch
- Friendly, diverse team in an open-office space
- All the latest technology to help you excel and advance
- Agile environment in how we think, the way we work and our trust for each other
- Flat hierarchy with collaboration at all levels
- Campus feeling and a collaborative spirit
We are looking for talented people, not just a CV that ticks all the boxes. Even if you do not have absolutely everything we have asked for, if this role sounds like a good fit for you, we encourage you to apply.
Why Vontobel?
At Vontobel, you are building better futures for our clients and society, as well as for yourself. As a family-owned and publicly listed company with over 2,000 professionals based in 28 locations globally and headquartered in Zurich, we’re committed to long-term thinking and sustainability.
Our diverse team values unique perspectives, and we hire individuals determined to deliver in a dynamic and changing world. Even if you don’t meet all the criteria, we encourage you to apply if you’re enthusiastic about the role.
Do you want to be Vontobel?
Thank you for applying to Vontobel. We will carefully review your application and will respond to you in a timely manner.
At Vontobel, we are an equal opportunity workplace. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability or gender identity.
We value the many voices within our teams and are committed to creating an environment where everyone who wants to be part of our performance culture can be themselves. It is based on mutual respect and zero tolerance for any form of discrimination.
If you have any questions you can contact us through our contact form.
Skills Required
- Master's degree in Mathematics, Physics, Statistics, Engineering, Computer Science, Quantitative Finance, or another quantitative discipline
- 5-12 years of experience in Market Risk, Risk Analytics, Quantitative Risk, Regulatory Reporting, or a related financial services function
- Experience with complex financial products and capital frameworks
- Strong expertise in Python, SQL or PL-SQL, and modern data platforms such as Snowflake
- Understanding of market risk methodologies and regulatory requirements, ideally including FRTB-SA or IRRBB
- Ability to lead complex initiatives, influence stakeholders, automate processes, and maintain governance and control standards
- Excellent written and verbal English communication skills
- German language skills
What We Do
Vontobel is an international investment management firm with Swiss roots, providing investment, advisory and solution capabilities to private and institutional clients. With our investment-led approach that focuses exclusively on the buy-side of financial markets, we think and act purely from the client’s perspective – as an investor for investors. This includes continually rethinking how to empower investors – something we have engaged in for over 100 years. Harnessing the power of technology allows us to deploy our investment expertise across multiple platforms and ecosystems, while aiming to offer an individualized and high-quality client experience. Our conviction that successful investing begins with the assumption of personal responsibility means we focus on empowering employees to unlock their potential, take ownership of their work, and bring opportunities to life. We continuously scrutinize our achievements as we strive to exceed the expectations of our clients. Important legal notice: This publication is deemed to be marketing material within the meaning of Article 68 of the Swiss Financial Services Act and is provided for informational purposes only. We will be happy to provide you with additional information about the specified financial products, such as the prospectus or the basic information sheet, free of charge, at any time
