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

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Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

248968BR

City

Zürich

Job Type

Full Time

Your role

Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We’re looking for someone like that 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

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

You’ll be working in the Model Risk Management & Control team in Zurich responsible for the independent validation of the credit risk models used for Pillar-I, CCAR, IFRS-9 and internal stress testing in UBS at group level.


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 MSc degree in quantitative Finance, Mathematics, Statistics, or quantitative Economics
  • 5+ years of working experience in model validation or model development, preferably in a bank or a consulting firm
  • 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 coding skills in excel, SAS, R, or similar R, Python, Excel or similar
  • excellent analytical skills
  • curiosity and a thirst for innovation
  • 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

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 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: 13-05-2024

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