UBS - Finance Modelling & Methodologies Specialist - PPNR Modeling

Your role :

Are you passionate about analytics and financial modelling? Are you hands-on in applying quantitative techniques to estimate the revenue of UBS Group in order to assist both business planning and stress testing? We are looking for someone to:

- Maintain and expand existing 'Pre Provision Net Revenue' (PPNR) models for UBS Group

- Develop R scripts and Excel applications to revalidate and test PPNR models

- Challenge existing models and model assumptions and implement model improvements

- Perform statistical and economical assessments of model quality and mitigate potential shortcomings

- Be responsible for maintenance of model documentations and coordinate model validation with internal validation teams

- Coach, train and develop junior team members and lead a small team

Your team :

Your team will be based in Mumbai and will be part of Group Performance Assessment and Analytics (GPAA) located in Group Finance and based in Zurich, Krakow, Mumbai and London. We strive to provide senior management with high quality expertise on future development and trends. We cooperate closely with partners in Group Risk, divisional Controlling, Finance and Treasury

Your expertise :

- An advanced degree in a quantitative discipline, such as Statistics, Mathematics, Quantitative Finance or Applied Economics and related fields

- At least four years of experience in one of the following areas: development of statistical models, analyses and reports; model validation; data science; divisional controlling/finance; business planning; consulting; strategy; wealth management; asset management; investment banking

- An excellent knowledge of statistical programming and coding in R, ideally also an advanced knowledge in Python

- Outstanding analytical and problem solving skills

- A general understanding of financial services, especially of wealth management, asset management, investment banking and retail banking

- Experience with PPNR modelling or CCAR is a plus

- Ideally first leadership experience

- An excellent command of English (spoken and written)