Ubs Work Values

Daily Duties at Ubs:

Associate Director Market Risk Control – Equities Jun 2007 till Jun 2010 Being part of Market Risk Control, my core functionalities were to identify measure, analyze and control risk covering Derivatives, Quantitative Trading, Prop, Cash and Coverts desk • Diurnally investigate Var and Stress changes across all Equity desks in addition to monitoring Greeks (delta, gamma, vega, vol-gamma, skew, correlation, credit delta, div-risk, rho, time-delta, time-vega) • Discuss risk-mitigation techniques with the traders for Equity Derivative positions • Analyzed empirical data and simulate risk (including Greeks) for defining parameters for new Stress scenarios, New Business proposals and setting limits with traders • Adroit at various Risk Control methodologies like Liquidity Risk, Residual var methodology, Risk-Arb methodology (Event Risk, CAPM Risk), Credit Spread Overlay for Convertible Bonds, Accelerated Share Repurchase methodology • Instrumental in designing the data model for new Risk system (A-Risk). A-Risk is designed to capture, analyze and report risk across different product lines (Equities, FICC, FX, Commodities) Associate Director Finance Control Jul 2005 till May 2007 Development Manager / Architect Mousetrap project Mousetrap is SOX compliant reconciliation-tool for Operations Risk. Mousetrap audits, validates, reconciles, measures and monitors breaks for Global General Leger feeds. It has been successfully implemented globally within the bank. Mousetrap project is expected to benefit the bank with a substantial amount, add value by centrally reconciling various feeds, and reduce reputation risk by being SOX compliant.

What they like about Ubs:

A hiring company that offers alternative approaches to pay, performance bonuses, and/or equity in the firm is very attractive to you. You're generally less interested in working for an organization offering only traditional, salary-based compensation, one with limited opportunity to acquire equity in the firm, or one that does not actively promote skill development. In addition, you are more likely to choose a company that offers a variety of internal career options, with defined career paths. You view the learning of new skills and development of your expertise as key to your career advancement. These aspects of an organization may become even more important to you as you progress in your field, and are especially critical if you change career or occupation.

Tags

Derivatives, Liquidity, Management, Pricing, Accounting, Accounts Receivable, Architect, Data Warehouse, Microsoft Windows NT, Risk Management

Skills

These are some of the questions we asked our climbers about their experiences with Ubs: