UBS Financial Services Quantitative Risk Modeler in Zürich, Switzerland

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

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.

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.

Contact Details:

UBS HR Recruiting Switzerland

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.

Your 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

You are:

– analytical, conceptual and organized

– experienced with handling large datasets

– very good interpersonal and communicative

About us:

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 almost 900 offices and more than 50 countries. Do you want to be one of us?

Job Reference #: 160225BR

Business Divisions: Corporate Center

Title: Quantitative Risk Modeler

City: Zürich

Job Type: Full Time

Country / State: Switzerland - Zürich

Function Category: Risk