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.
Your experience and skills
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
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
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.