Counterparty Credit Risk Modeling Specialist

Job description

Are you experienced in risk modeling, in particular in the area of Counterparty Credit Risk (CCR)? Are you able to boil down complex models to their core when talking to senior management as well as senior regulators?

We’re looking for someone like that to:

-assume responsibility for the development and maintenance of Internal Models Method (IMM) based approaches for OTC, SFT and Exchange Traded Derivatives (ETD) exposures in line with regulatory requirements

-engage with risk expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions

-make sure regulatory requirements and requests are dealt with in a disciplined, timely and efficient manner

-assume interaction with regulators in the Basel 3f / CRR3 Pillar 1 context for UBS Group and UBS Europe SE

-support other key regulatory projects with impact on the Risk organization of the bank as required