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Asset Management Model Validator - Quantitative Risk Specialist
View: 149
Update day: 25-04-2024
Category: R & D Finance / Bank / Stock IT - Software
Industry:
Job type: Temps plein, Temps de travail : 90-100%
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Job content
Switzerland - Zürich
Risk
Group Functions
Job Reference #
260647BR
City
Zürich
Job Type
Full Time
Your role
Are you an expert in analytics seeking to be at the forefront of emerging industry trends in models and model risk? Do you know how to work as an individual contributor as well as with a team, and deliver effective solutions? We are looking for someone who is eager to conduct independent validation of models used in UBS Asset Management
- analysing the model’s conceptual and mathematical soundness, reviewing the calibration quality, model outcome, and model performance tests
- assessing the model’s implementation, developing quantitative benchmark analyses
- identifying model assumptions, weaknesses and limitations and evaluating overall model risk
- interacting with stakeholders: model developers and users, senior management, internal and external audit, and regulators, as a representative of the UBS’s independent control function for model risk
Your team
You’ll be working in the Model Risk Management & Control team in Zurich. Our team is responsible for the independent validation of Asset Management models used within UBS. Within this team, you will have the chance to work with a diverse port of models across the investment value chain, such as valuation, alpha generation, asset allocation, performance attribution as well as liquidity and market risk models.
Your expertise
- a masters or a PhD degree in mathematics, statistics, physics, engineering, financial mathematics, quantitative economics, or a related quantitative field. PhD or CFA preferred
- two to five years of experience in financial industry
- knowledge of financial markets and products, experience, and strong interest in the financial services industry
- excellent analytical skills and solid coding skills in Python, R, Matlab, or similar
- ability to explain technical concepts in simple, intuitive terms to facilitate collaboration
- co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks also independently to high quality standards
- strong communication and writing skills. Comfortable in documenting your work in clearly structured and understandable manner
- Fluent in English, oral and written
About us
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it’s our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it’s our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
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.
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Deadline: 09-06-2024
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