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Risk Modeling & Analytics Specialist Model Validation
View: 126
Update day: 10-04-2024
Category: R & D IT - Software Finance / Bank / Stock
Industry:
Job type: 100%, CDI, Temps de travail : 90-100%
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Job content
Critères de l’offreDescription du poste
Are you an expert in analytics and interested in risk modelling? Are you an innovative thinker who likes to question the status quo? Are you wondering where the limitations of a model are?
We’re looking for someone to carry out independent validation of credit risk models used in UBS, by
- assessing the model’s conceptual soundness and methodology
- checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
- reviewing outcome, impact, performing benchmark and robustness analyses
- identifying model limitations and evaluating overall model risk
- documenting the assessment to required standards
- interacting and collaborating with stakeholders such as model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
- strong quantitative and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and preferably some experience in risk modelling, model validation or related fields
- knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management.
- knowledge and experiences in statistical and economic modeling techniques, ie. regression, logistic regression, time series, error correction model etc.
- 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
- fluent in English, oral and written
- a team player with strong interpersonal skills
- motivated, well organized and able to complete tasks independently to high quality standards
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Deadline: 25-05-2024
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