IT Developer – Market Risk Methodology

☞ UBS

View: 124

Update day: 25-04-2024

Location: Zürich Zürich ZH

Category: IT - Hardware / Networking Information Technology Arts / Design IT - Software

Industry:

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

Loading ...

Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

273100BR

City

Zürich

Job Type

Full Time

Your role

Are you interested in financial markets? Are you experienced in designing, developing and implementing enterprise-wide systems? Do you enjoy working in an agile manner in a specialized team to develop and deliver solutions?

In your role as IT Developer – Market Risk Methodology, you’ll:
  • develop and improve the market and credit risk model back-testing frameworks
  • advance the implementation UBS’ Value-at-Risk (VaR) model
  • keep up to date with technological advances in software engineering
  • contribute to enquires from internal and external stakeholders

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

You will be working as a developer in the Risk Methodology department at UBS. The primary responsibility of the team is the development of the VaR model and the performance measurement/statistical back-testing of market and credit risk models. The latter covers models that measure counterparty credit exposure, probabilities of default as well as loss given default.
The position offers the opportunity to contribute to global initiatives within UBS, interact with colleagues across functions and locations, and gain a good understanding of financial products in a global bank portfolio, as well as the regulatory requirements in Risk. You will contribute to the success of a small team of specialized professionals with a global presence.


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

  • degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Mathematics)
  • web front end development skills
  • knowledge of Java / RDBMS (Oracle, Postgres) / R / Azure / Linux
  • fluent in modular design principles as well as GUI and database design
  • at least 5 years’ experience designing, developing and implementing enterprise-wide systems
  • strong analytical skills
  • detail oriented, accurate, concise in delivering your assignments

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?

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?

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: 09-06-2024

Click to apply for free candidate

Apply

Report job
Loading ...
Loading ...

SIMILAR JOBS

Loading ...
Loading ...