Berufsbezeichnung: Risk Modeling & Analytics Specialist

Arbeitsbeschreibung:
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 (India)
- 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 the 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 certification and the regular confirmation of all Credit risk models at UBS. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements. The team split across different locations mostly Zurich and Mumbai (India).

Your expertise :  

You have:
- Strong quantitative analytic and modelling skills with Tertiary qualification in a quantitative or technical field (e.g. financial economics, computer science, financial mathematics, statistics, engineering, physics, mathematics) and preferably a MBA with at least 5 years' experience in risk modelling, model validation or related fields
- Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
- Experience in 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
- Experience in guiding/advising/mentoring junior team members, especially across locations
- Experience working in India and Europe to bridge the gap between local and offshore teams
- Good knowledge of CCAR and Stress Testing in general
You are:
- Fluent in English, oral and written as well as knowledge of a local Indian language (Tamil, Hindi etc)
- A team player with strong interpersonal skills
- Motivated, well organized and able to complete tasks independently thigh quality standards

Wie Sie sich bewerben:
https://jobs.ubs.com/1033/ASP/TG/cim_jobdetail.asp?partnerid=25008&ref=418200844953&siteid=5012&AReq=182178BR

Angestelltenname: UBS Switzerland AG