Visit acad.jobs with all Jobs for Academics!
                    
Position: Senior Quantitative Risk Modeler
Institution: UBS AG
Department: Risk; Corporate Center
Location: Zürich, Switzerland
Duties: Develop and implement advanced credit risk measures techniques for the Swiss Retail Lending portfolio; Support the process of automation and industrialization by leveraging on big data and machine learning approaches; Perform and provide impact analysis at portfolio as well as client level for Senior Management and the Regulator; Perform and document model performance and confirmation tests
Requirements: Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance, Computer Science); Experience in big data and machine learning techniques; Good coding skills preferably in R or SAS; Sound knowledge of statistical and econometric methods and their application in credit risk; Basic knowledge of real estate valuation is a plus; English (oral and written), German is a plus
   
Text: http://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?PageType=JobDetails&partnerid=25008&siteid=5012&Areq=173398BR&code=IMATHS UBS Job search Why UBS?Careers blogSocial media buzzFAQ Sign in Senior Quantitative Risk Modeler Switzerland - Zürich Risk Corporate Center Job Reference # 173398BR City Zürich Job Type Full Time Your role Are you an expert in quantitative credit risk modelling with focus on big data analysis and machine learning techniques? 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? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to: • Develop and implement advanced credit risk measures techniques for the Swiss Retail Lending portfolio • Support the process of automation and industrialization by leveraging on big data and machine learning approaches • Perform and provide impact analysis at portfolio as well as client level for Senior Management and the Regulator • Perform and document model performance and confirmation tests Your team You will be working in Credit Methodology Retail in Zurich. We develop, refine, implement and maintain mathematical and statistical models to measure credit risk of the Swiss Retail portfolio at client as well as portfolio level. Real estate valuation models complement the portfolio of risk models we are responsible for. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R or SAS, before being embedded into the productive risk infrastructure. Your expertise You have: • Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance, Computer Science) • Experience in big data and machine learning techniques • Good coding skills preferably in R or SAS • Sound knowledge of statistical and econometric methods and their application in credit risk • Basic knowledge of real estate valuation is a plus • Strong analytical, conceptual and organizational skills • Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills You are: • Experienced in credit risk methodology • English (oral and written), German is a plus • Able to deliver high quality results in a fast pace environment with tight deadlines 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 almost 900 offices and 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. 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. 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
Please click here, if the Job didn't load correctly.







Please wait. You are being redirected to the Job in 3 seconds.