Key responsibilities
Do you want to help ensure regulatory capital calculations are accurate, well controlled and ready for scrutiny? Are you interested in applying your credit and counterparty credit risk knowledge across a broad range of financial products? Would you like to turn complex RWA movements into clear, evidence-based insights?We are looking for a Regulatory Capital Analyst to:
• support independent recalculation, validation and reasonableness checks of credit risk (CR) and counterparty credit risk (CCR) exposures and risk-weighted assets (RWA)
• perform SA-CCR and FCCM calculations for derivatives and securities financing transactions (SFTs), and support RWA calculations under IRB and standardized approaches in line with established methodologies, policies and controls
• assist with assessing regulatory capital treatment for commercial lending, equities, OTC derivatives, exchange-traded derivatives (ETDs), SFTs and other relevant products
• support analysis of structured transactions and securitization-related exposures, including SEC-IRBA and SEC-SA calculations, with guidance from senior team members
• analyze RWA movements and identify key regulatory drivers, including changes in trade populations, netting sets, CSA terms, collateral balances and regulatory add-ons
• identify and escalate unusual movements, data quality issues and methodological deviations, supported by clear analysis and documentation
The team
You’ll join the Group Capital Adequacy and Controlling team in a regulatory compliance role. The team supports the accuracy, consistency and control of regulatory capital calculations and analysis across credit risk and counterparty credit risk exposures.Your skills and experience
You’re curious about how AI can improve the way we build, deliver and optimize workflows. You use sound judgment to validate outputs and ensure they align with policies, risk standards and ethical use.• up to 5 years of relevant experience, preferably with a Chartered Accountant qualification, progress toward CFA or FRM certification, or a graduate or postgraduate qualification from a leading business school
• foundational understanding of Basel III and Basel IV regulatory capital frameworks, including CCR concepts such as exposure at default (EAD), RWA, netting, collateral and add-ons
• working knowledge of CCR methodologies, including SA-CCR and FCCM, and their application to OTC derivatives, ETDs and SFTs
• understanding of IRB and standardized approaches for credit risk RWA, along with awareness of securitization capital concepts, including SEC-IRBA and SEC-SA, and the treatment of structured or hedged transactions
• good understanding of financial products, particularly loans, equities, derivatives and financing transactions, and how CSA terms, collateral and netting affect regulatory exposure and capital outcomes
• strong analytical and control skills, including recalculation, variance analysis, reconciliations, identifying data quality or methodology issues, documenting findings and supporting audit-ready outputs
• semi-advanced to advanced skills in Microsoft Excel, Word and PowerPoint, with confidence using AI tools such as Copilot
• effective communication skills, with the ability to explain analysis and observations clearly and escalate issues appropriately to senior colleagues and stakeholders
About us
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.
How we hire
We may request you to complete one or more assessments during the application process. Learn moreJoin us
At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
Contact Details
UBS Business Solutions SAUBS Recruiting