Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Are you interested in risk modelling?
Are you wondering where the limitations of a model are? We are
looking for someone to :
o assess the model's conceptual soundness and methodology
o check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
o review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
o assess model risk, including model robustness analysis, identification of limitations, and their assessment
o document the assessment to the required standards
o collaborate with model developers and communicate with key stakeholders across the institution
You will be working within the Credit team of Model Risk Management & Controls (MRMC). The team is responsible for the certification and the regular confirmation of all Credit risk models at UBS. We
carry out independent model assessments in line with the internal governance of models policy and regulatory requirements.
You have :
Strong quantitative analytic and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics,
engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
Showing high standards when it comes to report writing in a structured and transparent way.
Strong communication skills and the ability to explain technical topics clearly and intuitively
Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
Familiarity with CCAR and / or IFRS9 is a plus
o You are :
Fluent in English, oral and written
A team player with strong interpersonal skills
Motivated, well organized and able to complete tasks independently to high quality standards
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).