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

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Job content

Critères de l’offre

Description du poste

Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics?
Do you know how to work well within a team to develop and deliver high quality solutions?

We are looking for a Quantitative Risk Specialist to join the Lombard Risk Methodology team. In this role you will:

  • support the development of methodologies for derivatives margin models and support derivative related projects for the global Lombard portfolio in GWM within UBS
  • use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models within GWM Lombard
  • bring innovation to our Risk Methodology Group in the development, refinement and implementation of risk models
  • implement prototype models in R, Python, C++ or SAS, before being embedded into the productive risk infrastructure
  • collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
Description du profil

  • a Master’s or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
  • at least 3-5 years’ of experience in credit risk modelling or other areas of risk methodology and/or model development
  • sound knowledge and interest in the modelling of derivatives from a risk perspective
  • strong IT / programming and prototyping skills. Previous experience and ability to implement models in a programming language (e.g., R, Python, C++) is essential and experience with handling large datasets is a plus
  • strong analytical, conceptual, and organizational skills with the ability to work under tight deadlines
  • interest in placing model development activities within the bigger picture of the organisation
  • ability to influence and convince key stakeholders within the model development process
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Deadline: 24-04-2024

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