Quant Risk Specialist – Credit Risk Methodology recruitment

The team mandate is the development and maintenance of the Bank's models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at default (EAD for traded products and banking products) and associated credit portfolio models for both the IB and the WMSB portfolios. In addition, the team develops, validates and implements calculation models for securities lending values and derivatives margins as well as methods for risk control and monitoring in Lombard lending on both portfolio and client level, such as stress testing, expected loss calculation, and concentration and liquidity analyses. Finally the team develops and maintains the Real Estate valuation tools for both owner occupied and Income Producing real estates.

The role as Quantitative Risk Specialist primarily involves:

Requirements

UBS

UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.