Senior Quantitative Risk Modeler Team Leader
Switzerland - Zürich
vor 27 Tg.

Your role

Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture?

Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to develop risk models for statistical risk aggregation purposes, including :

Compile relevant information needed to develop or adapt a model

Discuss model requirements and assumptions with stakeholders

Test different possible model specifications and calibrations

Perform impact analysis

Diligently document the development process

Prepare presentations to senior management and regulators

Perform and document model performance and confirmation tests

Your team

We develop, refine, implement, and maintain mathematical and statistical models to measure all material risks across UBS to assess our capital requirements, comprising models for individual risk types (including market, credit, issuer, investment, funding, operational, pension, business risk etc.

as well as methodologies to aggregate risks. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics.

Models are implemented mainly in R, before being embedded into the productive risk infrastructure.

Your experience and skills

A Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance)

Experience leading small teams (local & offshore)

Excellent coding skills preferably in R / Matlab

Sound knowledge of statistical and econometric methods and their application

Strong analytical, conceptual and organizational skills

Experience with handling large datasets is a plus

Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills

Familiarity with accounting standards and key rules is a plus

  • team leader or supervisory experience preferred
  • You are :

    Experienced in risk methodology with at least 3 to 5 years' experience in a related area

    Fluent in English

    Experienced in writing documentation of complex statistical methodologies

    Able to deliver high quality results in a fast pace environment with tight deadlines

    About us

    Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions.

    That's what we do. And we do it for private and institutional clients as well as corporations around the world.

    We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

    What we offer

    Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment.

    We value your passion and commitment, and reward your performance.

    Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

    Why UBS?

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