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Quantitative Risk Analyst/Econometrician
View: 144
Update day: 20-03-2024
Category: Accounting / Auditing Finance / Bank / Stock
Industry: Finance
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Job content
Switzerland - Zürich
Risk
Group Functions
Job Reference #
242456BR
City
Zürich
Job Type
Full Time
Your role
Are you adept at risk matters? Are you interested in working in a team of quants and econometricians? Do you know how to work well within a team to develop and deliver solutions? Then we are looking for you to:
- create, develop and maintain methodologies for internal and regulatory stress scenario expansion for UBS
- use techniques from quantitative risk management, statistics, financial econometrics and macroeconometrics to develop, assess, and change models
- implement models in R/Python and produce clear and detailed documentation for regulators across the globe
- bring new quantitative modelling ideas to our team to push ahead key projects within our bank
Your team
You’ll be working in Scenario Models team within Forecasting and Scenario Methodology in Zurich with members in the US, UK, Switzerland, Poland, and India. Our role is to develop and maintain financial and macroeconometric forecast models that are used in stress scenarios, to assess the impact of macro-economic and market scenarios on our firm’s profitability and capital adequacy. Our deliveries are key to regulators across the globe, used for accounting standards, and internal capital assessments and business planning. The framework captures all risk types across all businesses world-wide.
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
- a Master’s in applied quantitative discipline (e.g. Quantitative Economics, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance)
- first experience in building models from scratch (e.g., time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, parametric/non-parametric models)
- sound knowledge of statistical and econometric methods and their application
- proficient in programming with statistical software. Python & R is strongly preferred
- strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
- general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- a clear understanding of the following terms: MonteCarlo, bootstrap, stationarity, co-integration, regression, goodness of fit, out-of-sample, null hypothesis, p-value, risk-neutral, autoregressive, quantiles, density function
- great in communicating (and you know how to handle challenging situations)
- a team-player, but able to complete tasks autonomously
- fluent in English, additional languages are welcome
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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Deadline: 04-05-2024
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