UBS Financial Services Team Lead - Risk Model Confirmations in Mumbai, India
Are you an expert in risk analysis? Are you knowledgeable in quantitative risk modeling and statistical data analysis? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy leading and developing a specialized team to deliver solutions? For our Credit Methodology and Stress model confirmation team we’re looking for an experienced risk model specialist who can:
• Set up, lead and further develop a team covering risk model confirmations for a designated range of portfolios
• Ensuring model confirmations are carried out in line with the relevant policies and guidelines; which includes
• Confirmation of a model's conceptual soundness and methodology
• Performing an evaluation of changes to the model environment, including macroeconomic factors, etc.
• Reviewing the output of the model and the monitoring of its performance
• Performing quantitative model testing
• Maintaining documentation of the model confirmation process
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’ll be part of our Risk Methodology team in Airoli, Mumbai. Working together with our colleagues of the global Risk Methodology team it is our role to employ the latest quantitative techniques to ensure that our risk control models are fit for purpose and meet all regulatory requirements. It’s an opportunity to work with and learn from some of the sharpest minds in risk control.
Your experience and skills:
• A Master's or degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Mathematics, Computational Science, Physics)
• At least 5 years of experience in a risk modeling environment with knowledge of regulatory practices
• Sound knowledge of statistical and econometric methods and their application as well as a general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
• First leadership experience as well as practical knowledge of credit risk methodology or stress methodology are beneficial
• Proficiency with statistical software (e.g. R, Matlab)
• Hands-on leadership experience in a quantitative environment
• Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
• A can-do attitude to get the problem solved as part of an international team
• A good communicator (and you know how to handle challenging situations)
• A person who leads by examples and walks the talk
• Fluent in English
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 #: 171387BR
Business Divisions: Corporate Center
Title: Team Lead - Risk Model Confirmations
Job Type: Full Time
Country / State: India
Function Category: Risk