Do you enjoy working in dynamic and innovative teams to deliver high quality modelling solutions to new evolving requirements? Are you experienced in credit risk modelling, credit stress testing or time series analysis? 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. IFRS9, CCAR, Basel IV and other support regulatory exercises
– Contribute to continuous improvement of employed data and systems on which our model development relies
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.
– A university degree a in a quantitative field such as Financial Mathematics, Statistics or Econometrics
– A sound practical understanding of macro- and microeconomic relationships as well as financial markets and banking products
– Prior work experience in a credit risk environment would be beneficial together with knowledge of regulatory practice
– Experience with high-level programming language, and knowledge of statistical modelling software (e.g., SAS, R, MatLab)
– Experience with large data sets / Big Data
– Excellent communication skills with colleagues at all levels in the organization
– 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
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?
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.
Why UBS? Video
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.
UBS HR Recruiting Switzerland
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.