Economic and Credit Risk Modelling Specialist

☞ UBS

View: 121

Update day: 17-04-2024

Location: Zürich Zürich ZH

Category: Finance / Bank / Stock

Industry:

Job type: 100%, CDI, Temps de travail : 90-100%

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Job content

Critères de l’offre

Description du poste

Are you interested in quantitative risk modelling and knowledgeable of statistical, mathematical and econometrical models used in the financial industry? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solve quantitative problems, especially with respect to climate risk?

We’re looking for an economic and credit risk modelling specialist to:
  • bring innovation in the development of macro-economic forecasting models in line with international regulatory and accounting requirements
  • support ongoing regulatory initiatives to manage our risk e.g. CECL, IFRS9, Basel IV
  • perform and document model performance and confirmation analysis
  • communicate technical information to Senior Management, Client Advisors, Risk Officers and Subject Matter Experts.
Description du profil

  • Master’s or PhD degree in a quantitative discipline (e.g. Financial Engineering, Economics, Finance, Econometrics, Mathematics, Statistics)
  • demonstrable experience of coding (e.g. R, Python)
  • experience with large data sets / big data is a plus
  • prior work experience in risk, finance or treasury environment
  • fluent in English, both verbal and written form
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Deadline: 01-06-2024

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