Are you interested in financial modelling? Are you able to clearly communicate complex ideas? 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 scenario expansion models that forecast macro- 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 frameworks
implement models in R and produce clear documentation for regulators
bring new quantitative modeling ideas to our team to push ahead key projects within UBS
interact and discuss with key stakeholders (senior model owners, business representatives, model validation teams and model governance committees)
You’ll be working in the Stress Methodology team in Zürich. Our role is to develop and reshape UBS's 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. Part of our role is to create state-of-the-art scenario expansion methodologies used for stress testing purposes across different UBS entities and regulatory frameworks.
We cover wide spectra of expansion models both for macroeconomic and financial risk factors.
a Master's or PhD degree in applied 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 is essential, 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
analytically oriented with conceptual and organizational skills and the ability to work towards tight deadlines
team-orientated, while able to complete tasks independently to high quality standards
a great communicator, you know how to handle challenging situations
fluent in English, additional languages are welcomed
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.