Quant Analyst, Corporate & Retail Credit Scenario Models

Job description

Are you interested in quantitative risk modelling and knowledgeable of statistical, mathematical and econometrical models used in the financial industry? Are you experienced in credit risk? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solve quantitative problems?

At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We’re looking for a Quantitative Analyst to develop and maintain stress testing and provisioning models:

• use techniques from quantitative risk management, financial mathematics, and econometrics to develop and maintain stress testing and provisioning models in line with international regulatory and accounting standards requirements
• support with ongoing and new regulatory initiatives to manage our risk
• contribute to the development, refinement and implementation of risk models
• perform and document model performance and confirmation analysis
• communicate technical information to Senior Management, Risk Officers and Subject Matter Experts