Risk Modeling & Analytics Specialist

☞ UBS

View: 143

Update day: 26-03-2024

Location: Zürich Zürich ZH

Category: R & D IT - Software Finance / Bank / Stock

Industry: Finance

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Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

235292BR

City

Zürich

Job Type

Full Time

Your role

Are you interested in risk modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an expert in analytics? Are you wondering where the limitations of a model are? We are looking for someone to:

  • assess the model’s conceptual soundness and methodology
  • contribute to the constant refinement and improvement of the credit risk methods, in particular our tools and models
  • check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
  • review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
  • assess model risk, including model robustness analysis, identification of limitations, and their assessment
  • document the assessment to the required standards
  • collaborate with model developers and communicate with key stakeholders across the institution
  • bring innovation and automation by actively elaborating and proposing improvements to our model maintenance and development process
  • participate and represent Retail Credit Risk Validation with regulators, in committees, and working groups, discussing the performance, maintenance and governance of our portfolio

Your team

You will be working within the Credit team of Model Risk Management & Controls (MRMC). The team is responsible for the certification and the regular confirmation of all Credit risk models at UBS. We carry out independent 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

  • strong quantitative analytic and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or a related fields
  • proven management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalation of issues
  • showing high standards when it comes to report writing in a structured and transparent way
  • strong communication skills and the ability to explain technical topics clearly and intuitively
  • good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
  • familiarity with regulatory guidance related to Pillar 1, Pillar 2 and/or IFRS9 is a plus
  • team player with strong interpersonal skills
  • fluent in English, oral and written

About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That’s what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us

We’re a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

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.
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Deadline: 10-05-2024

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