Risk Modeling and Analytics Specialist

  • Full Time, Permanent
  • View on Map
  • ubs group posted 2 weeks ago
  • Posted : April 28, 2021 -Accepting applications
  • View(s) 21

Job Detail

  • Gender No Preferences
  • Job Role Financial Analyst/ Associate/ Sr Associate
  • Career Level Qualified Professional - Experienced
  • Functional Area Financial Planning and Analysis
  • Experience

  • Min (Experience) 2
  • Max (Experience) 3
  • Qualifications

  • Graduation Any Graduation
  • Post Graduation Any Post Graduation
  • Walk-In Details

  • Company Details

  • Company Name UBS
  • Company Details
    UBS works with individuals, families, institutions, and corporations around the world to help answer some of life's questions – whether through award winning wealth management advisory, investment banking and asset management expertise, or private and corporate banking services in Switzerland*. We're a team of more than 66,000 colleagues, collaborating across all major financial centers in 50 countries**. We strive for excellence in everything we do, and this has awarded us recognition across our businesses. We offer a collaborative, international and diverse working environment that rewards passion, commitment and success – and are regularly recognized as an attractive employer*

Job Description

Your role

Would you like to become an expert in counterparty risk management? Are you an innovative thinker who likes to challenge the status quo?
We’re looking for someone like that to:
• develop and maintain the counterparty credit risk exposure models
• document and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requirements
• stay up to date on regulatory changes and trends: European and US regulators
• check that material issues are escalated to the relevant control functions and that reputation concerns are escalated to senior management

Your expertise

• a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
• prior working experience (3+years) in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• working experience with high-level programming language (C#, Python, C++) is a must and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable
• pro-active in taking new initiatives and carrying them through completion
• able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders
• fluent in English, both in oral and written form

Required skills