Quantitative Risk Specialist
UBS
Switzerland - Zürich
vor 3 Tg.

Your role

Are you interested in financial modelling? Are you able to clearly communicate complex ideas? Do you enjoy working in a highly specialized team that develops and delivers stress testing solutions?

We are looking for someone like that to :

use techniques from econometrics, financial mathematics, machine learning and quantitative risk management to develop, assess, and change scenario expansion models

create, develop and maintain models that forecast macro-econ or financial variables based on a smaller set of variables.

Your models will be used for stress testing purposes across different UBS entities and regulatory

Your team

You’ll be working in the Stress Methodology team in Zurich, Switzerland. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-

economic scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-

wide. We develop and maintain a suite of scenario-aligned stress risk models, including scenario expansion models, and support diverse additional stress-related activities.

You have :

a Master's or PhD degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance)

experience in building statistical / econometric models from scratch (e.g., time series analysis, linear / non-linear models, Gaussian / non-

Gaussian models, parametric / non-parametric models)

extensive programming knowledge (e.g. R, Matlab, ), experience in writing code in a statistical or high-level programming language, object oriented programming welcomed

general understanding and interest in (macro-) economic mechanisms and their influence on financial markets

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

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).

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