Operational Risk Stress Testing Model Developer
2 tygodni temu
Poland
Risk
Group Functions
Job Reference #
287651BR
City
Job Type
Full Time
Your role
Are you an expert in building complex models? Are you interested in operational risk management and scenario-based stress testing? Do you enjoy cooperating with a team of highly skilled experts to develop and deliver solutions? Then we are looking for you to:
•create, develop and maintain state-of-the-art stress testing models capturing the impact of operational risk
•share new quantitative modeling ideas with our team to push ahead a key project within the bank
•use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
•present methodologies and results to senior stakeholders within the bank
•implement models and produce clear documentation for regulators
Your team
You'll be working in the Firmwide Stress Testing Models team as a risk model developer. We are a global team located in Switzerland, US, UK, Germany, Poland and India. We develop and maintain models which capture the impact of forward-looking scenarios on our profitability and capital adequacy for internal and regulatory stress testing exercises. Our deliveries are key to our senior management and regulators across the globe.
Your expertise
Your expertise :
•a Master's or PhD degree in an applied quantitative discipline (e.g. statistics, natural sciences, quantitative finance, ...)
•hands-on experience in building statistical models (e.g., time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, parametric/non-parametric models, ...)
•interest in (macro-) economic mechanisms / financial markets, climate change and its implications on the financial industry
•fluent in English, additional languages are welcome
You are:
•proficient in programming with statistical software or high-level programming language like R or Python
•a great communicator and you know how to handle difficult situations
•team-orientated, while able to complete tasks on your own
•enjoying finding answers to complex questions
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 our competitors..
We have a presence in all major financial centers in more than 50 countries.
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?
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.
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