UBS Financial Services Quantitative Risk Modeler in London, United Kingdom
Does quantitative modeling excite you? Are you experienced in credit risk? Do you enjoy working in a dynamic and innovative team to deliver high quality and efficient solutions to evolving regulatory requirements? We're looking for someone like you to:
• develop statistical and stress testing models for credit risk (PD/LGD)
• research and document best practices when working on a new model, including understanding of regulatory requirements
• collaborate with risk officers, business managers, change team to establish the processes supporting the good execution of the model
• support regulatory exercises, such as CCAR and IFRS9
What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
Take the next step:
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
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.
You will be working within the Credit Methodology counterparty credit and wholesale team, which is part of UBS group-wide Risk Methodology. Our role is to develop and maintain rating and LGD models for wholesale clients.
Your experience and skills:
• a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
• sound knowledge of statistical and econometric methods and their application
• excellent coding skills, preferably in R
• prior work experience in rating or LGD methodology, preferably in CCAR and IFRS9 context
• outstanding communication skills with colleagues at all levels of the organization
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Job Reference #: 171898BR
Business Divisions: Corporate Center
Title: Quantitative Risk Modeler
Job Type: Full Time
Country / State: United Kingdom
Function Category: Risk