UBS Financial Services Liquidity and Funding Modelling Specialist in Opfikon, Switzerland
Does quantitative modelling excite you? Are you an innovative thinker who likes to enhance liquidity and funding risk models? For the Liquidity and Funding Modelling team we’re looking for someone like that who can:
– analyze and understand potentially complex businesses and its impact on liquidity and funding
– develop models conceptually and identify data sources to support modelling/parameter choices empirically
– use several analytical tools, databases and have good programming skills
– specify business requirement for IT implementation and test model accuracy and stability
– document the model in line with the required standard
– interact and discuss with stakeholders (e.g. Group Treasury functions and business) as a subject matter expert
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 working in the Liquidity and Funding Modelling team in. We are responsible for the implementation, design and development of regulatory and internal liquidity and funding risk models used within UBS and its entities, as well as their maintenance and continuous improvement. These models are used to determine the funding and liquidity needs for UBS Group, regions and key entities globally, and to charge liquidity and funding costs to the respective businesses. Our team collaborates with the IT department, the reporting team, functional (business) experts and the treasury teams in the regions.
– a university degree in financial mathematics, statistics, econometrics or a related quantitative discipline
– advanced knowledge in financial engineering, financial markets and business lines of a bank (e.g. securities financing, derivatives, etc)
– strong analytical skills, with the ability to apply quantitative techniques to solve practical problems
– very good communication skills and the ability to explain technical topics clearly and intuitively
– experience in a quantitative field and/or in treasury in the financial services industry is a plus
– proficient in MS applications (e.g. Word, Excel, Access), statistical modeling software (e.g. Matlab, R) and familiar with database tools (e.g. SQL for Oracle DB)
– able to work under time pressure and to manage the priorities in a complex project setup
– team-orientated, while able to complete tasks independently
– fluent in English, oral and written
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 #: 180637BR
Business Divisions: Corporate Center
Title: Liquidity and Funding Modelling Specialist
City: Opfikon, Zürich
Job Type: Full Time
Country / State: Switzerland - Zürich
Function Category: Finance