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Stress Testing and Risk Modeling Specialist
Vue: 146
Jour de mise à jour: 24-04-2024
Localisation: Zürich Zürich ZH
Catégorie: Finance / Banque / Stock
Industrie: Finance
Type d’emploi: Temps plein, Temps de travail : 90-100%
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le contenu du travail
Switzerland - Zürich
Risk
Group Functions
Job Reference #
246208BR
City
Zürich
Job Type
Full Time
Your role
Do you have experience in derivatives and asset pricing or you have relevant academic background in this area? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working with data and develop your own codes?
We’re looking for someone like that to:
We’re looking for someone like that to:
- support the development and the maintenance of models used for risk management and stress testing of derivative products in the context of Counterparty Credit Risk, including climate risk consideration
- assume responsibilities for data documentation, implementation testing and documenting credit risk exposure models
- help develop prototype codes that will be used in productive systems
- interact with risk expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
- support key regulatory projects with impact on the Risk organization of the bank as required
Your team
You’ll be working in the Expected Credit Loss & Credit Stress Methodology team within the Credit Risk Methodology department in Zurich. We develop and maintain the credit exposure measurement capabilities of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.
Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
Your expertise
- prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes) is a plus
- MS or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
- strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes is a plus
- good IT skills (R, Python or SQL) or the ability to pick up these fast by demonstrating advanced knowledge in programming languages like C++, SAS, Matlab
- experience working with large data sets is beneficial
- good communication skills and fluent in English, both in oral and written form
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
From gaining new experiences in different roles to acquiring fresh knowledge and skills, at UBS 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?
Ready to be part of #teamUBS and make an impact?
Contact Details
UBS Business Solutions AG
UBS Recruiting
UBS Recruiting
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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Date limite: 08-06-2024
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