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
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
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
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).