Stress Testing Analyst
Stress testing is a key tool used to manage the risks of UBS and is an important focus for both senior management and regulators. The successful candidate will have an important role in the development of the stress testing at UBS in London to ensure it continues to support risk control at UBS and meets relevant external requirements.
The Financial Markets Stress Testing (FMST) team consists of highly skilled, technical professionals responsible for the development and maintenance of the methodology used for the quantification of market and credit exposure stress testing in UBS.
The position is within the FMST stress team and successful candidate will:
- Support UBS development of stress models that meet FSA requirements including ICAAP
- Ensure UBS Stress testing is consistent with best practise and regulatory requirements
- Produce stress measures which contribute materially to the risk management of UBS
- Develop and enhance appropriate methodologies for stress testing
- Represent the stress framework to stakeholders including regulators
The successful candidate will:
- Be responsible for various projects to enhance stress methodology and analysis in UBS
- Have experience of stress testing as part of a financial institutions ICAAP
- Need to be proactive to foster the dialogue between the different stakeholders
- Have strong technical and product knowledge
- Have a keen interest in economics and financial markets
FMST has a broad remit covering much of UBS and consequently the position is a good opportunity for someone with solid technical skill who is interested in understanding risk across UBS and progress in the field of risk management, financial markets and stress testing in particular.
Requirements
- Prior ICAAP (Internal Capital Adequacy Assessment Process) implementation experience preferred
- Knowledge of Pillar 2 as pertains to stress testing specifically as well as general regulatory requirements preferred
- Proven experience in Risk Management or similar area
- Knowledge of investment banking products
- Good IT skill preferred: SQL, MS-access and MS-excel (VBA). R and MatLab a plus
- Able to produce high quality deliverables on time and to multi-task
- Ability to explain technical topics clearly and intuitively, both written and orally
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