Berufsbezeichnung: Risk Modeling & Analytics Specialist

Arbeitsbeschreibung:
Duties/ requirements:
Your role :  

Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo?

We are looking for someone to:
- guide the more junior team members, especially the new recruits in our offshore team (Mumbai)
- act as a bridge between the team in Zurich and the (offshore) team in Mumbai
- collaborate with model developers and communicate with key stakeholders across the institution
- assess the model's conceptual soundness and methodology
- check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
- review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
- assess model risk, including model robustness analysis, identification of limitations, and their assessment
- document the assessment according to required standards
- collaborate with model developers and communicate with key stakeholders across the institution

Your team :  

You will be working within the Credit team of Model Risk Management & Controls (MRMC). The team is responsible for the validation and the regular confirmation of all credit risk models applied to Investment Bank exposures at UBS. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements. The team is based in both Zurich and Mumbai.

Your expertise :  

You have:
- Strong quantitative analytic and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics)
- Proven experience in risk modelling, model validation or related fields across on and off shore locations, preferably in both Europe and India
- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
- Showing high standards when it comes to report writing in a structured and transparent way.
- Strong communication skills and the ability to explain technical topics clearly and intuitively
- Excellent computing and programming (coding) skills and experience utilizing programming languages such as R or Python
- Some familiarity with the Indian culture and languages
- Good knowledge of CCAR and Stress Testing in general
You are:
- Fluent in English, oral and written
- A team player with strong interpersonal skills

Wie Sie sich bewerben:
careers-switzerland (at) ubs.com

Angestelltenname: UBS AG