UBS Financial Services Risk Modeling & Analytics Specialist (temporary, 12 Months) in Zürich, Switzerland

Your role:

Does modeling excite you? 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? For our model validation team we’re looking for someone like that who can:

– carry out project-based risk model assessments in line with the UBS model governance policy, notably

– assess the model's conceptual soundness and methodology

– check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as of qualitative or expert adjustments, etc.

– review outcome, impact, or benchmark analysis or develop a benchmark model (as appropriate)

– assess model risk, perform model robustness analysis, and identify and evaluate model limitations

– document the assessment to required standards

– interact and discuss with stakeholders (model developers as well as senior model owner and model governance bodies)

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.

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 in the Model Risk Management & Control team in Zürich. Our team is responsible for the independent validation of risk models used within UBS. The model universe covers market and firm-wide risk models including business risk models.

Your experience and skills:

You have:

– a Master's or PhD degree in financial mathematics, statistics, econometrics, or a related quantitative field

– the ability to apply quantitative techniques to solve practical problems

– very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

– an understanding of financial markets, regulatory landscape, and financial accounting or experience in risk modelling or model validation are a plus

You are:

– proficient in econometric models and statistical modeling software (e.g., Matlab, R, SAS, STATA)

– co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to high quality standards

– fluent in English, oral and written

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 #: 153439BR

Business Divisions: Corporate Center

Title: Risk Modeling & Analytics Specialist (temporary, 12 Months)

City: Zürich

Job Type: Temporary

Country / State: Switzerland - Zürich

Function Category: Finance, Quantitative Analysis, Research, Risk