Quantitative Risk Modeler

4 weeks ago

mumbai, India UBS Full time
Your role
Are you adept at risk matters and familiar with quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working in a highly specialized team that develops and delivers statistical modelling solutions? Then we are looking for you to:
develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspective
answer methodological questions raised by regulators
analyze diverse portfolio data and risks under various simulated scenarios and build models which are able to predict a statistical risk distribution.
interact on a regular basis with Senior Management on enquiries related to UBS' statistical risk aggregation framework.
Your team
You'll be working in the Economic Capital team in Mumbai, India. Our role is to develop, maintain, and apply a suit of economic capital models, including pension risk, property and equipment and liquidation cost model, and to assess the impact of simulated risk scenarios will have on the firm's profitability and capital adequacy. The economic capital framework captures all risk types across all businesses world-wide.
Your expertise
You have:
Experience in risk modelling in market/credit/other financial risks
a Master's degree in applied quantitative discipline ( Econometrics, Statistics, Financial Engineering, Economics, Finance, Mathematics)
sound knowledge of statistical and econometric methods and their applications
strong analytical skills with the ability to work under pressure within tight deadlines
a good understanding of financial markets and the banking business,
knowledge of financial accounting is a plus
FRM certification is good to have
You are:
able to respond quickly to ad-hoc management requests
a greatmunicator (and you know how to handle challenging situations)
team-orientated, while able toplete tasks independently to high quality standards
an expert user of R programming language and other related languages ( Matlab, python)
fluent in English
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.
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 290383BR

  • Quantitative Risk Modeler

    6 days ago

    mumbai, India UBS Full time

    Your role Are you adept at risk matters and familiar with quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working in a highly specialized team that develops and delivers statistical modelling solutions? Then we are looking for you to:develop methodologies to assess risks for UBS Group and different...

  • Quantitative Risk Modeler

    1 month ago

    Mumbai, Maharashtra, India UBS Full time

    India - Risk - Group Functions **Job Reference #** - 290383BR **City** - Mumbai **Job Type** - Full Time **Your role** - Are you adept at risk matters and familiar with quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working in a highly specialized team that develops and delivers statistical...

  • Quantitative Risk Modeler/Analyst

    2 weeks ago

    mumbai, India UBS Full time

    Your role Are you adept at risk matters? Are you interested in working in a team of quants? Do you know how to work well within a team to develop and deliver solutions? If so, UBS is looking for a motivated self-starter to:• Develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspective•...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    mumbai, India Nomura Full time

    Nomura Overview: “Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Research

    4 weeks ago

    mumbai, India JPMorgan Chase & Co. Full time

    Quantitative Research (QR) is an expert quantitative modeling group in . Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team,Quantitative Research partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction,...

  • Quantitative Research

    1 month ago

    Mumbai, India JPMorgan Chase & Co. Full time

    Quantitative Research (QR) is an expert quantitative modeling group in . Morgan, as well as a leader in financial engineering, data analytics, statistical modeling and portfolio management. As a global team,Quantitative Research partners with traders, marketers and risk managers across all products and regions, contributes to sales and client interaction,...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Quantitative Risk Management

    2 weeks ago

    mumbai, India Nomura Full time

    Nomura Overview: “Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets...

  • Quantitative Risk Management

    2 weeks ago

    Mumbai, India Nomura Full time

    Nomura Overview:“Nomura is an Asia-headquartered financial services group with an integrated global network spanning over 30 countries. By ‘Connecting Markets East & West’, Nomura services the needs of individuals, institutions, corporates and governments through its three business divisions: Retail, Asset Management, and Wholesale (Global Markets and...

  • Credit Risk Model Validation Quantitative Analyst

    1 week ago

    mumbai, India UBS Full time

    Your role Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Are you interested in risk models? 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...

  • Model Validation

    3 weeks ago

    Mumbai, India People Realm Recruitment Services Private Limited Full time

    Role – Model Validation – Analyst / Associate / VPClient – Global Investment BankYears of Experience – 1- 9 years of Risk Modeling / Pricing Models of Financial ProductsLocation – Mumbai.Our client, a global Investment Bank, is looking for exceptional candidates to join their Model Validation team in Mumbai. They would be keen to explore this...

  • Model Validation

    3 weeks ago

    Mumbai, India People Realm Recruitment Services Private Limited Full time

    Role – Model Validation – Analyst / Associate / VPClient – Global Investment BankYears of Experience – 1- 9 years of Risk Modeling / Pricing Models of Financial ProductsLocation – Mumbai.Our client, a global Investment Bank, is looking for exceptional candidates to join their Model Validation team in Mumbai. They would be keen to explore this...

  • Risk & Compliance, Quantitative Research - Associate

    4 weeks ago

    mumbai, India JPMorgan Chase & Co. Full time

    Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As a Risk & Compliance, Quantitative Research Associate in our team, your mission will be to develop and maintain...

  • Risk & Compliance, Quantitative Research - Associate

    1 month ago

    Mumbai, India JPMorgan Chase & Co. Full time

    Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view. As a Risk & Compliance, Quantitative Research Associate in our team, your mission will be to develop and maintain...