Risk Modeling & Analytics Specialist

☞ UBS

View: 120

Update day: 29-03-2024

Location: Zürich Zürich ZH

Category: Finance / Bank / Stock

Industry:

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

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Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

270496BR

City

Zürich

Job Type

Full Time

Your role

Are you at ease in analytics? Are you interested in how models work and what their limitations are? Are you an engaged and motivated personality?

In your role as Model Validator, you’ll:
  • assess the model’s conceptual soundness and methodology
  • check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration
  • review outcome, impact and develop benchmark approaches
  • assess model exposure, and identify and evaluate model limitations
  • document the assessment to required standards
interact and discuss with stakeholders, such as model development team, users, model governance representatives

Your team

You’ll be working in the scenario expansion models validation team in Zurich and play an important role in validating all scenario expansion models used by UBS. We carry out model assessments in line with the internal governance of models policy and regulatory requirements.


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

  • education in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and a few years of experience in risk modelling, model validation or related fields
  • good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
  • knowledge of econometric models used for forecasting macroeconomic and financial variables (ARIMA, VAR, ECM, PCA, etc.)
  • proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
  • good communication skills in English and the ability to explain technical topics clearly and intuitively

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 Recruiting Switzerland
Anastasiya Sakalouskaya
anastasiya.sakalouskaya@ubs.com

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: 13-05-2024

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