Senior Quantitative Risk Modeler

☞ UBS

View: 116

Update day: 10-04-2024

Location: Zürich Zürich ZH

Category: IT - Hardware / Networking Information Technology Finance / Bank / Stock

Industry:

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

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Job content

Critères de l’offre

Description du poste

Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? Do you enjoy working in a highly specialized team to develop and deliver solutions?

Then we are looking for someone like that to develop risk models for economic capital modelling purposes, including:
  • compile relevant information needed to develop or adapt a model
  • discuss model requirements and assumptions with stakeholders
  • test different possible model specifications and calibrations
  • perform impact analysis
  • diligently document the development process
  • prepare presentations to senior management and regulators
  • perform and document model performance and confirmation tests
Description du profil

  • a Master’s or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Physics, Computer Science, Financial Engineering, Econometrics)
  • experienced in quantitative modelling or related area with 3+ years’ experience
  • sound knowledge of statistical and econometric methods and their application with experience in handling large datasets
  • excellent coding skills preferably in R or Python with hands-on experience with implementation of numerical methods (optimization, etc);
  • prior knowledge or exposure to banking and financial market is a plus
  • outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
  • experienced in writing documentation of complex statistical methodologies
  • able to deliver high quality results in a fast pace environment with tight deadlines
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Deadline: 25-05-2024

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