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:

The social vibrance of a hiring firm is very important to you. Your ability to make and maintain friendships there is a critical part of your decision. You would likely be dissatisfied with a workplace that is quiet, cold, or otherwise not particularly social. When you investigate a new hiring company, ask recruiters, managers, and potential co-workers about the social life and opportunities there. This is especially important when you are relocating; moving dramatically alters your social sphere both inside and outside the workplace.

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: