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Position: Risk Modeling & Analytics Specialist
Institution: UBS AG
Department: Risk; Corporate Center
Location: Zürich, Switzerland
Duties: assess the model's conceptual soundness and methodology; check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc; review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate); assess model risk, including model robustness analysis, identification of limitations, and their assessment; document the assessment to the required standards; collaborate with model developers and communicate with key stakeholders across the institution
Requirements: 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; 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; Fluent in English, oral and written
   
Text: http://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?PageType=JobDetails&partnerid=25008&siteid=5012&Areq=177349BR&code=IMATHS UBS Job search Why UBS?Careers blogSocial media buzzFAQ Sign in Risk Modeling & Analytics Specialist Switzerland - Zürich Risk Corporate Center Job Reference # 177349BR City Zürich Job Type Full Time Your role 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 Your team You will work 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. Your expertise o 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 Your colleagues 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). Why UBS? Video Take the next step Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now. Contact Details UBS HR Recruiting Switzerland Disclaimer / Policy Statements UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce. English Terms of use Privacy statement Report fraudulent mail Cookies IBM Online Privacy Statement
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