UBS Financial Services Quantitative Risk Specialist – Risk Analytics Capital & Stress in Dallas, New Jersey

Your role:

Are you experienced in credit risk modeling, credit stress testing or time series analysis? Do you enjoy working in dynamic and innovative teams to deliver high quality modeling solutions to new evolving requirements? We're looking for someone like you to:

–Assume responsibilities for the development of stress testing / macro-economic forecasting models in line with the international regulatory and accounting requirements

–Engage with client advisors and risk officers across the globe to deliver risk measures and management solutions for their specific portfolios

–Assume responsibilities for the development and maintenance of credit models for the corporates and retail portfolios (incl. PD/LGD/EAD),

–Support key regulatory projects of the bank as required e.g. US CECL, CCAR/DFAST, IFRS9, Basel IV and other support regulatory exercises

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.

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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.

Your team:

You’ll be working within the Credit Methodology teams in Zürich or New York, which are part of group-wide UBS Risk Methodology. Our role is to develop and maintain all firm-wide credit risk models.

Your experience and skills:

You have:

–A graduate or PhD degree a in a quantitative field such as Financial Mathematics, Statistics or Econometrics

–Sound knowledge of statistical and econometric methods and their application

–A sound practical understanding of macro- and microeconomic relationships as well as financial markets and banking products

–3 – 7 years of experience in a credit risk environment together with knowledge of regulatory practice

–Practical knowledge of credit risk modeling in real estate financing is beneficial

–Experience with high-level programming language, and knowledge of statistical modeling software (preferably in R)

–Experience with large data sets / Big Data is beneficial

–Excellent communication skills with colleagues at all levels in the organization

You are:

–Able to explain technical concepts in simple terms to facilitate collaboration

–Fluent in English, both in oral and written form

–Self-driven and pro-active in taking new initiatives and carrying them though completion

–Skilled giving and receiving constructive feedback

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?

Your colleagues:

Job Reference #: 176921BR

Business Divisions: Corporate Center

Title: Quantitative Risk Specialist – Risk Analytics Capital & Stress

City: Dallas, Franklin, Salt Lake City, Weehawken

Job Type: Full Time

Country / State: United States - New Jersey, United States - New York, United States - Tennessee, United States - Texas, United States - Utah

Function Category: Risk