Group Treasury Financial Modelling and Methodologies Specialist

☞ UBS

View: 143

Update day: 26-03-2024

Location: Zürich Zürich ZH

Category: R & D Finance / Bank / Stock

Industry: Finance

Loading ...

Job content

Poland, Switzerland - Zürich, United Kingdom
Finance
Group Functions

Job Reference #

233752BR

City

Kraków, London, Zürich

Job Type

Full Time

Your role

Do you have a sense for quantitative treasury management and do you have a knack for numerical modeling? We’re looking for someone who can:

  • model economic variables such as interest rates and the characteristics of Wealth Management (WM) Client’s loans and deposits based on time series analysis
  • simulate net interest income models and perform scenario analyses
  • develop and review replicating portfolio strategies using quantitative analysis to reflect the interest rate risk of various balance sheet items
  • maintain / test models and document them in a clear and structured manner
  • discuss strategies with senior business partners (Global Wealth Management, Personal & Corporate Banking, Risk Control, Finance) emphasizing risk / return and business impact
  • creatively leverage data and use scientific techniques to solve behavioral modeling problems

Your team

You’ll be working in the Assets & Liability Management (ALM) Strategy Modelling team which is part of Group Treasury in London, Zurich or Krakow. Our mandate is to model the global interest rate risk in the banking book of the Wealth Management, Retail and Corporate business. We have a fully packed innovation agenda including running more frequent reviews of our model’s outputs, further develop the concept of Net Interest Income versus Economic Risk taking, as well as creating new models for Net Interest Income optimizations. We are a global team, spread across Europe and the US and are sitting in close proximity to ALM traders. In this dynamic working environment, you’ll play an important role in bringing our innovative ideas to life.

Your expertise

  • an advanced degree in econometrics, economics, quantitative finance or another quantitative discipline and 1-3 years of relevant experience in a finance/ treasury or quantitative portfolio management function
  • advanced knowledge in financial engineering, financial markets and the interest rate business
  • ability to apply techniques from numerical analysis, statistics and financial mathematics to drive business ideas
  • proficient using Python, VBA, SQL, C++ as well as the MS Office suite
  • excellent communication skills and ability to break down complex technical topics
  • team player in an international team with can-do attitude
  • ability to excel in a fast-paced environment and positive mindset towards change
  • previous experience in a Wealth Management organization is a plus

  • LI-UBS

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?

Join us

We’re a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Contact Details

UBS Business Solutions AG

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.
Loading ...
Loading ...

Deadline: 10-05-2024

Click to apply for free candidate

Apply

Report job
Loading ...
Loading ...

SIMILAR JOBS

Loading ...
Loading ...