vor 9 Tagen

Senior Quantitative Risk Modeler

UBS AG

  • Arbeitsregion
  • Branche
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  • Position

154338BR

Senior Quantitative Risk Modeler

Your role:

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 statistical risk aggregation 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
Ihr Team :

We develop, refine, implement, and maintain mathematical and statistical models to measure all material risks across UBS to assess our capital requirements, comprising models for individual risk types (including market, credit, issuer, investment, funding, operational, pension, business risk etc.), as well as methodologies to aggregate risks. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R, before being embedded into the productive risk infrastructure.

Your experience and skills:

You have:
  • A Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance)
  • Excellent coding skills preferably in R/Matlab
  • Sound knowledge of statistical and econometric methods and their application
  • Strong analytical, conceptual and organizational skills
  • Experience with handling large datasets is a plus
  • Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
  • Familiarity with accounting standards and key rules is a plus
You are:
  • Experienced in risk methodology with at least 3 to 5 years' experience in a related area
  • Fluent in English
  • Experienced in writing documentation of complex statistical methodologies
  • Able to deliver high quality results in a fast pace environment with tight deadlines
Gemeinsam. So packen wir die Dinge an. Wir bieten Menschen weltweit ein unterstützendes, herausforderndes und vielfältiges Arbeitsumfeld. Wir schätzen Leidenschaft und Einsatz. Und belohnen Ihre Leistung.

Sind sie ein echter Teamplayer? Erfolg heisst bei UBS, Kollegen und Kunden zu respektieren, zu verstehen und zu vertrauen. Andere fordern und gefordert werden. Mit Leidenschaft bei der Sache sein. Sich selbst vorantreiben und immer das Richtige wollen. Sind Sie das? Dann sind Sie bei uns richtig. Bewerben Sie sich. Jetzt.

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