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At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let\\xe2\\x80\\x99s shape the future of wealth management together.

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In this role you will deputize the Corporate FX and Balance Sheet Hedging (Hedge Accounting) head within the Treasury Department, working closely with Group Finance, CRO and Divisional stakeholders on the preparation, execution and documentation of group wide FX and Interest Rate Hedging and Hedge Accounting programs to minimize the impacts of FX and Interest Rate moves on Julius Baer\\xe2\\x80\\x99s reported results. A good understanding of the Financial Accounting rules regarding FX translation of P&L and capital and the financial measurement of hedging activities is a prerequisite for this role. \\n

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YOUR CHALLENGE

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• Analyze foreign exchange exposures from earnings (P&L), balance sheet and capital for the whole bank and implement efficient hedging strategies for protecting the bank against adverse FX moves on the P&L and capital as well as capital and leverage ratios

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• Understand and develop the FX translation and conversion process of foreign currency P&L at legal entity level, Bank level and Group Level

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• Perform a daily analysis of the FX exposure of Treasury consolidated (foreign currency P&L of Treasury and corporate actions) and manage this exposure within allocated risk limits.

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• Manage the FX mix of capital and gain an in-depth understanding of the respective foreign currency capital structures into JBs legal entities.

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• Drive IFRS 9 hedge accounting solutions for hedging the interest rate and FX risk in the Treasury banking book, Running the Treasury Hedge Accounting Tool for setting up new hedges and performing the hedge accounting effectiveness tests

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• Involvement in project work with regards to hedge accounting and Corporate FX, e.g. setting up new hedging and hedge accounting structures with the aim to minimize the accounting volatility of economic hedges

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• Interpret the monthly FX P&L of Treasury activities and the FX impact on capital and capital ratios to back test against reported FX exposures and sensitivities

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YOUR PROFILE

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• University degree or equivalent in Economics or Finance

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• Post-graduate qualification (e.g. CFA, FRM, CAIA) desirable

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• Minimum 5-7 years of experience in Corporate FX Treasury and/or Treasury Analytics/Support

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• Solid accounting skills with regards to measurement of Treasury products is a must, i.e. good understanding of IFRS (hedge) accounting rules

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• Good understanding of Interest Rate and Foreign Exchange Products and Markets

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• Excellent communication interpersonal skills with the ability to build and maintain relationships with a wide range of stakeholders

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• Ability to work under pressure in a high-paced environment

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• Business fluent in English and German (written and oral), any other language skill is a plus

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We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site .

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