Quantitytive Risk Analyst - Treasury Model Validation

☞ UBS

View: 166

Update day: 20-03-2024

Location: Zürich ZH Opfikon

Category: Finance / Bank / Stock R & D

Industry: Finance

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

Loading ...

Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

248035BR

City

Opfikon

Job Type

Full Time

Your role

Are you interested in the financial markets and like to understand the inner working of a bank? Do you know how to work well within a team? We’re looking for someone who is eager to learn, diligent and conscientious to assist in the independent validation of models used in the bank’s Treasury function by
– assessing the model’s implementation, developing quantitative benchmark analyses
– scrutinizing input data, model assumptions and parameters
– reviewing the calibration quality, model outcome, and model performance tests
– documenting the assessment in LaTeX for internal as well as regulatory purposes

Your team

You’ll be working in the Model Risk Management & Control team in Zürich. Our team is responsible for the independent validation of risk models used within UBS, in particular Treasury risk models in the liquidity and funding area.

Your expertise

You have:
–MSc in mathematics, statistics, engineering or a related quantitative field
– some knowledge and related experience in the quantitative finance area. Strong interest in the financial services industry, preferably in risk management
– solid coding skills in R, Python, Matlab or similar
– excellent analytical skills
You are:
– curious, eager to learn and perform well
– co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards
– fluent in English, oral and written

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 ...