Quantitative Risk Specialist

UBS

전망: 133

갱신일: 21-02-2024

위치: Zürich Zürich ZH

범주: 금융 / 은행 / 재고

산업: Finance

직업 종류: Temps plein, Temps de travail : 90-100%

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작업 내용

Switzerland - Zürich
Risk
Group Functions

Job Reference #

248629BR

City

Zürich

Job Type

Full Time

Your role

Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics? Are you an engaged and motivated personality who likes to understand the big picture? We’re looking for a quantitative risk specialist to:
  • develop and implement quantitative methodologies for probability of default (PD) and loss-given-default (LGD) modelling of our firm-wide credit risk portfolios
  • support and ensure compliance with ongoing regulatory initiatives
  • use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models
  • bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
  • collaborate with risk officers, business managers, Risk IT, Change Operations and other various stakeholders supporting the proper implementation and execution of risk models

Your team

You’ll be working in the Credit Risk Methodology PD & LGD team based in Zurich. We are responsible for providing state-of-the-art valuation models to measure credit risk for UBS Global Wealth Management portfolios.
Your main responsibilities will be to develop and maintain our firm-wide valuation models and ensure compliance to the most recent regulatory initiatives.

Your expertise

  • a Master’s or PhD degree in a quantitative discipline
  • minimum of 3-5 years of working experience in the field of finance/risk analysis
  • strong understanding of statistical and econometric methods and their application
  • solid understanding of financial markets and investment products
  • solid programming skills (e.g. Python, SAS, R, SQL)
  • exceptional problem-solving skills and strong attention to detail
  • Strong analytical, conceptual and organizational skills
  • Capable of explaining technical topics in a clear way

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?

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.
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마감 시간: 06-04-2024

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