Quantitative Risk Specialist (Client Portfolio Model Validation)
5 d. temu

Your role

Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions?

We're looking for someone like that to carry out independent validation of models supporting the management of UBS client portfolios, primarily in the asset and wealth management areas, by

assessing the model's conceptual soundness and methodology

checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.

reviewing outcome, impact, performing benchmark and robustness analyses

identifying model limitations and evaluating overall model risk

documenting the assessment to required standards

interacting and collaborating with stakeholders : model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework

Your team

You’ll be working in the Model Risk Management & Control team responsible for the independent validation of client portfolio models used within UBS, in particular by the Asset and Wealth Management divisions.

The team's mandate comprises a wide range of portfolio valuation, risk estimation and optimization models, both in-house as well as externally developed.

You have :

a MSc degree in quantitative finance, mathematics, physics, statistics, econometrics or numerical discipline, PhD is a plus

knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management

solid coding skills in R, Python, Matlab or similar

excellent analytical skills

curiosity and a thirst for innovation

You are :

able to explain technical concepts in simple, intuitive terms to facilitate collaboration

willing to create your own brand in the group and companywide

co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards

About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions.

That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

What we offer

Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment.

We value your passion and commitment, and reward your performance.

Why UBS?

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