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Quantitative Analyst, Counterparty Stress Exposures Models
전망: 151
갱신일: 05-03-2024
범주: 금융 / 은행 / 재고
산업:
직업 종류: 100%, CDI, Temps de travail : 90-100%
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작업 내용
Critères de l’offreDescription du poste
Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes?
At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We’re looking for a Quantitative Analyst to:
- develop and maintain stress models for OTC, ETD and SFT exposures in line with regulatory requirements and models used for internal monitoring used by the Credit Officers
- front to back review of existing Counterparty Credit Risk data and implementation landscape
- engage with internal and external stakeholders at all levels in the organization, including audit and regulators
- develop prototype codes that will be used in productive systems
- interact with Risk and Finance expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
- prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
- a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
- MS or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
- sound knowledge of statistical and econometric methods and their application
- strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- good IT skills (R or/and Python) or the ability to pick up these fast by demonstrating advanced knowledge in programming languages like C++, Matlab
- experience working with large data sets is beneficial
- good communication skills with colleagues at all levels in the organization
- fluent in English, both in oral and written form
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마감 시간: 19-04-2024
무료 후보 신청 클릭
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