Quantitative Risk Specialist
UBS
Switzerland - Zürich
vor 3 Tg.

Your role

Does modeling excite you? 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?

For our risk model validation team we’re looking for a risk specialist who can :

carry out project-based independent model reviews in line with the UBS model governance policy, notably

assess a model's conceptual soundness and methodology

check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as of qualitative or expert adjustments, etc.

review outcome, impact, or benchmark analyses and / or develop a benchmark model

perform model robustness analysis and identify and evaluate model limitations

document the assessment to required standards

interact and discuss with stakeholders (model developers, senior model owner, business representatives and model governance bodies)

Your team

You’ll be working in the Model Risk Management & Control team in Zürich. Our team is responsible for the independent review and challenge of risk models used within UBS.

The model universe covers market and firm-wide risk models including regulatory capital, economic capital, stress testing and internal risk management applications.

Your focus will be on firm-wide and business risk models.

You have :

a Master's or PhD degree in econometrics / statistics, (financial) mathematics, or a related quantitative field

ideally, first experience through internships or a previous role in model development or validation, or relevant academic experience

an understanding of financial markets and the banking business and / or knowledge of financial accounting and balance sheet dynamics

excellent communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

You are :

proficient in statistical models, relevant modeling software, and the implementation of models

co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards and in time

fluent in English, oral and written

ideally familiar with PPNR models

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.

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