UBS - Model Risk Confirmation Role - Risk Appetite Framework

Your role :

Are you familiar with quantitative risk modeling and statistical data analysis? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working in a specialized team to develop and deliver solutions? For our Credit Methodology and Stress model confirmation team we're looking for quantitative analysts who can :

- Carry out model confirmations in line with the relevant policies and guidelines; which includes : Confirmation of a model's conceptual soundness and methodology

- Performing an evaluation of changes to the model environment, including macroeconomic factors, etc.

- Reviewing the output of the model and the monitoring of its performance

- Performing quantitative model testing

- Maintaining documentation of the model confirmation process

Your team :

You'll be part of our Risk Methodology team in Airoli, Mumbai. Working together with our colleagues of the global Risk Methodology team it is our role to employ the latest quantitative techniques to ensure that our risk control models are fit for purpose and meet all regulatory requirements. It's an opportunity to work with and learn from some of the sharpest minds in risk control.

Your expertise :

- A Master's or degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Mathematics, Computational Science, Physics)

- First practical experience in a risk modeling environment is beneficial

- Sound knowledge of statistical and econometric methods and their application as well as a general understanding and interest in (macro-) economic mechanisms and their influence on financial markets

- Familiarity with statistical software (e.g. R, Matlab)

- Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

- A can-do attitude to get the problem solved as part of an international team

You are :

- A good communicator (and you know how to handle challenging situations)

- Team-orientated, while able to complete tasks independently to high quality standards

- Fluent in English