Risk Modeling & Analytics Specialist – Quantitative Risk recruitment

79634BR

Our team, part of the Firm-Wide Risk Control Methodology function, is responsible for the development and application of UBS's leading edge firm-wide stress testing framework for assessing the impact of global macro-economic scenarios on the firm's profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. The team develops and maintains a suite of scenario-aligned risk category stress models and supports diverse other stress-related activities.

To strengthen our team in Zurich, we are looking for an engaged and motivated personality with a hands-on approach, to act as a:

Risk Modeling Analytics Specialist

This role primarily involves:

Maintenance and further development of stress testing methodologies, e.g. in the areas of Funding Risk, Orational Risk, Business Risk and Reverse Stress Testing
Regular calculation of stress test results for a set of risk categories
Co-ordination of the team's activities related to an ongoing project to implement the firm-wide stress methodologies into a robust IT environment.

Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering)
Sound knowledge of statistical and econometric methods and their application combined with experience in handling large datasets
Proficiency in use of statistical software (e.g. SAS, Stata, ...) with a good IT flair and programming knowledge
Good general understanding and interest in (macro-)economic mechanisms and their influence on financial markets
Good conceptual and analytical abilities
Very good interpersonal and communicational skills
Ability to deliver high quality results to set deadlines

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.

Ready to take the next step? Apply now at www.ubs.com/careers. We look forward to hearing from you.

Corporate Center

Quantitative Analysis

UBS
Recruiting Switzerland
Sandrine Marcilly
+41-44-234 7551