Quantitative Risk Model Developer

☞ UBS

View: 132

Update day: 20-03-2024

Location: Zürich Zürich ZH

Category: IT - Software

Industry: Finance

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

Loading ...

Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

244666BR

City

Zürich

Job Type

Full Time

Your role

Are you an expert in building complex models? Are you interested in risk management and scenario-based stress testing? Do you enjoy working within a team of highly skilled experts to develop and deliver solutions? Then we are looking for you to:

  • create, develop and maintain models for stress testing purposes
  • bring new quantitative modeling ideas to our team to push ahead a key project within our bank
  • use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
  • present methodologies and results to senior stakeholders within our bank
  • implement models in R and produce clear documentation for regulators
documentation for regulators

Your team

You’ll be working in the Firmwide Stress Methodology team in Zürich. We are a global team located in Switzerland, Poland, US, and Germany. Our role is to develop and maintain models that are used for internal and regulatory stress testing exercises. The results of our models are used to assess the impact of macro-economic and market-shock scenarios on our firm’s profitability and capital adequacy. Our deliveries are key to regulators across the globe, and internal capital assessments. The framework captures all risk types across all businesses world-wide

Your expertise

  • a Master’s or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance, …)
  • a very good understanding of financial markets and the banking business, financial accounting, as well as balance sheet dynamics
  • sound knowledge of statistical and econometric methods and their application
  • programming knowledge. Experience in writing code in a statistical or high-level programming language (e.g. R, Python, …) is essential
  • solid understanding and interest in (macro-) economic mechanisms and their influence on financial markets
  • strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
  • 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?

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?

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: 04-05-2024

Click to apply for free candidate

Apply

Report job
Loading ...
Loading ...

SIMILAR JOBS

Loading ...
Loading ...