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Risk Model & Analyst Specialist bei UBS Group AG

UBS Group AG · Mumbai, Indien · Onsite

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Your Role
Are you an expert in analytics? Are you an innovative thinker who likes to question the status quo?
You will be working within the Credit Risk team of Model Risk Management & Controls (MRMC). The team is responsible for the validation and the regular confirmation of Counterparty Credit Risk models at UBS. We carry out independent model assessments in line with the internal governance of models’ policy and regulatory requirements.
Are you interested in quantitative risk modelling? Are you wondering where the limitations of a model are? We are looking for someone to:
• assess the model's conceptual soundness and methodology
check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
• review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
• evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment
• document the assessment to the required standards
• collaborate with model developers and communicate with key stakeholders across the institution

Your Team
You'll be working in the Counterparty Overnight Stress Model Validation team within MRMC India. We are a team of 8 people, located in Zurich, Krakow and Mumbai. The team is responsible for the independent validation of the overnight stress framework for the SFT / OTC / ETD portfolios, used across Credit Risk Control and Front Office.

Your expertise
You have:
• 1-3 years of experience in quantitative risk modelling, model validation or related fields
• strong quantitative and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
• proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
• showing high standards when it comes to report writing in a structured and transparent way
• strong communication skills and the ability to explain technical topics clearly and intuitively
• good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
• knowledge of financial instruments and pricing methodologies for OTC/SFT/ETD derivatives and exotics, across various asset classes is preferrable
• knowledge of numerical simulation techniques (Monte Carlo-like) and stress testing methods is a plus
• familiarity with financial regulations, Basel, CCAR, CRR or IFRS9 is a plus

You are:
• fluent in English, spoken and written
• a team player with strong interpersonal skills
• motivated, well organized, and able to complete tasks independently to high quality standards

About us
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

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.

City

Mumbai

Type

India Campus Graduate

Location

India

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves. We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us. https://www.ubs.com/global/en/careers/search-jobs/support.html
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