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:

Working for a company with an emphasis on social values and helping society is a clear and important priority for you - a critical factor in who you choose to work for. In contrast to other factors, you place an organization's reputation for fairness and concern for the community above most other aspects of the company. As you search for a new job opportunity, it is usually possible to find out if the company is involved in the community and/or if it is addressing problems and issues in society. Pay special attention to non-profit organizations and those specifically involved in social action. Moreover, speaking with current and former employees should enlighten you to perceptions of the fairness of the company's leaders and the treatment of employees.

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: