UBS Financial Services Quantitative Analyst (Risk Modelling) in Zürich, Switzerland
Do you have a deep understanding of quantitative risk management techniques, portfolio risk analytics and their large scale practical implementation? Do you enjoy working in a highly specialized, international team to develop and deliver solutions? Are you committed to innovation, thinking and sharing?
We are looking for someone like that to:
• maintain and build out the functionality, coverage and breadth of our in-house risk management platform
• maintain, revise and expand the underlying risk models covering all asset classes
• keep the analytical infrastructure, modelling techniques and code base up to date
• understand the risk structure of our portfolios and related system and model requirements
• work with and support our portfolio managers in their risk management duties
• work with our internal model oversight entity
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.
Investment Solutions is responsible for the management of multi-asset and currency portfolios and is a solution provider for institutional and private clients. We are looking to hire a team member to strengthen our Risk Modelling team in Zurich. The team is responsible for our Global Risk System (GRS), in particular the maintenance, development and implementation of the underlying risk models and portfolio risk analytics. GRS functionality covers market risk measures and liquidity risk. GRS is utilized not only by Investment Solutions but also by our other investment functions in UBS Asset Management and by Risk Control.
Your experience and skills:
• university degree (minimum Master's, preferably PhD) in a quantitative discipline (e.g. Maths, Physics, Engineering, Statistics or Finance)
• extensive programming experience (in MATLAB or similar language) in larger scale software environments
• track record in implementing quantitative risk management concepts
• expertise in quantitative risk management and modelling of financial products, in particular derivative instruments
• at least 5 years of work experience, ideally but not necessarily in the asset management industry
• able to work broadly within a large, complex, matrixed organization (you know the value of sharing information)
• a great communicator, able to actively collaborate within a highly skilled team
• keen to take the initiative with innovative solution-oriented thinking that has an impact
• fluent in English and German, other languages beneficial
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 #: 176633BR
Business Divisions: Asset Management
Title: Quantitative Analyst (Risk Modelling)
Job Type: Full Time
Country / State: Switzerland - Zürich
Function Category: Portfolio and fund management, Quantitative Analysis, Research