Risk Modeling

2 weeks ago

hyderabad, India UBS Full time
Your role
Are you an expert in analytics? Are you an innovative thinker who is interested in how models work and what their limitations are? Are you an engaged and motivated personality? For our Firmwide and Operational Risk models validation team we're looking for a quantitative analyst who can carry out project-based independent model assessments in line with the UBS modelernance policy and regulatory requirements, notably:
• assess the model's conceptual soundness and methodology
• check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as of qualitative or expert adjustments
• review oue, impact, and develop benchmark approaches
• assess model risk, perform model robustness analysis, and identify and evaluate model limitations
• document the assessment to required standards
• interact and discuss with stakeholders (model developers as well as senior model owner and modelernance bodies)
Your team
You'll be working in the Model Risk Management & Control team in Airoli, Mumbai. Our model validation team is responsible for the independent review and challenge of Firmwide and Operational risk models used within UBS. The model universe covers stress testing (CCAR/Finma LPA/ ECB ICAAP) and economic capital models (Finma, ECB Economic view). Different risk types in scope are (but is not limited to) Portfolio Credit Risk , Business Risk, Pension Risk, Investment Risk and modelling of LRD/RWA under Stress.
Your expertise
• an advanced degree in finance, financial mathematics, statistics, or a related quantitative field.
• proven experience in risk modeling or model validation.
• the ability to apply quantitative techniques to solve practical problems.
• an understanding of risk models, a bank's balance sheet, and the regulatory landscape.
• very goodmunication skills and the ability to explain technical topics clearly and intuitively, both written and orally
• proficient in statistical modeling software (knowledge of R and Python programming is preferred)
• co-operative and team-orientated, while being able to motivate and organize yourself andplete tasks independently to high quality standards
• fluent in English, oral and written
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 ourpetitors..
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: ubs/global/en/careers/
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? Job ID 291302BR

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