Quantitative Analyst, Large Corp. and Fin. Institution Lending Models

Recruiter
UBS
Location
London, United Kingdom
Salary
Competitive
Posted
08 Dec 2022
Closes
14 Dec 2022
Ref
18055156
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Your role
Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes?

At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We're looking for a Quantitative Analyst to:

• use techniques from quantitative risk management, financial mathematics, and econometrics to develop and maintain rating and LGD models used for Basel III Pillar 1 capital requirement, Pillar II Stress testing framework (for e.g., CCAR, ICAAP) and IFRS9 impairment losses
• be responsible for model maintenance and execution, ensuring alignment with stakeholders' requirements and internal policies
• collaborate with Risk Officers, Business Managers, Risk IT and other stakeholders to support the proper implementation and execution of risk models as well as regulatory exercises
• present methodologies to management and regulators for approval
• contribute to the documentation of models, data, and system improvement Your team
You will be working within the Credit Risk Models Stream in Large Corporate and Financial Institutions Lending Models Crew in London. As a Quantitative Analyst, you will be delivering best-in-class credit risk models applied in the Investment Bank.
Diversity helps us grow, together. That's why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

Your expertise
• a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
• sound knowledge of statistical and econometric methods and their application
• excellent coding skills, preferably in R
• prior work experience in risk model development or validation
• exceptional problem-solving skills and strong attention to detail
• outstanding communication skills with colleagues at all levels of the organization

*EFC-UBS
*LI-GB

About us
UBS is the world's largest and 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.

With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

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?

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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