Computer Sciences Corporation (CSC) has flagged the Professional 1: Business Analyst job as unavailable. Let’s keep looking.

Share

Your role

Would you like to become an expert in counterparty risk management? Are you an innovative thinker who likes to challenge the status quo?

We’re looking for someone like that to:

– develop and maintain the counterparty credit risk exposure models.

– document and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requirements.

– stay up to date on regulatory changes and trends: European ,US and global regulators.

– check that material issues and model risk are escalated to the relevant control functions and that reputation concerns are escalated to senior management.

– work in agile environment and collaborate with different stakeholders.

– collaborate with different stakeholders and breakdown complex issues in simple manner.

Your team

You’ll be working in the Trading Credit Risk Models (TCRM) team within the Quantitative Risk Modelling department in Mumbai, India.

We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.

As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards.

Your expertise

You have:

– a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline

– prior working experience (3+years) in the financial services industry (preferably in a quant role/quant model development), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)

– strong analytical skills and the ability to apply techniques from numerical analysis, statistics, and financial mathematics to solve practical problems.

– working experience with high-level programming language (C#, Python, C++) is a must and knowledge of statistical modelling software (e.g., RStudio, SAS, SQL) is desirable

– pro-active in taking new initiatives and carrying them through completion.

– able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders.

– fluent in English, both in oral and written form.

About us

UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

How we hire

This role requires an assessment on application. Learn more about how we hire: www.ubs.com/global/en/careers/experienced-professionals.html

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

Contact Details

UBS Business Solutions SA

UBS Recruiting

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.

Quant Analyst, Pillar -1 CCR Models | UBS - Experienced professionals - job boards

Read Full Description
Confirmed 12 hours ago. Posted a day ago.

Discover Similar Jobs

Suggested Articles