Risk Modelling and Analytics Specialist

☞ UBS

View: 146

Update day: 20-03-2024

Location: Zürich Zürich ZH

Category: IT - Software Accounting / Auditing

Industry: Finance

Loading ...

Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

240607BR

City

Zürich

Job Type

Full Time

Your role

Are you interested in risk management? Do you want to become a firm wide risk models developer or deepen your expertise? Do you enjoy working in a highly specialized team to develop and deliver solutions?
Then we are looking for you to:
  • support the development and maintenance of methodologies for stress testing for UBS Group and its legal entities around the globe, with special focus on portfolio volume forecasting
  • take care of model documentation, answer methodological related questions raised by Senior Management and internal/external regulators across the world
  • analyze portfolio data and risks under a macro-economic stress testing approach
  • oversight the implementation of the models and of the required changes in the IT production systems
  • stay on top of current IT and business needs

Your team

You’ll be working in the Stress Methodology team in Zurich. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures different risk types across all businesses firm-wide. We are a group of quants that develop and maintain a suite of scenario-aligned stress risk models, and support diverse additional risk modelling activities.


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

  • a Master’s or PhD degree in a quantitative discipline (e.g. Econometrics, Statistics, Mathematics, Financial Engineering, Economics, Finance, etc.)
  • proven knowledge of statistical and econometric methods and their applications
  • a good understanding of different banking business activities with knowledge of financial products, services, and corresponding risks and accounting standards
  • experience in R or python programming language
  • first industry experience is a plus
  • you are a strong communicator, from making presentations to writing technical documents in a clear and structured way, explaining technical concepts in simple & understandable terms;
  • you are motivated, self-directed and creative
  • you are fluent in English, both spoken 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.
Loading ...
Loading ...

Deadline: 04-05-2024

Click to apply for free candidate

Apply

Report job
Loading ...
Loading ...

SIMILAR JOBS

Loading ...
Loading ...