Upgrade to Pro Member
Recruitment Specialist at UBS
Views:4691 Applications:339 Rec. Actions:Recruiter Actions:11
UBS - Quant/Operational Risk Models Validation Role (1-11 yrs)
Your role :
Are you an expert in data analytics? Do you enjoy understanding models and their background? Are you organized with an eye for detail? We're looking for someone like that to:
- Review and challenge models used in operational risk management
- Assess the conceptual soundness and appropriateness of different models and perform related outcome, impact and benchmark analyses
- Run analyses on implementations to assess their correctness and stability
- Carry out and document independent model validation in line with regulatory requirements and internal standards
- Interact and discuss with model users, developers, senior owners and governance bodies
- Support regulatory exercises
Your team :
You will be working in Model Risk Management & Control function within the Group Chief Risk Officer organization. Our role is to understand and assess the risks associated with the use of models throughout the bank. We focus on models which determine operational risk capital as well as models used to monitor operational risks such as money laundering, rogue trading or market manipulations.
Your expertise :
The role requires a mix of expertise in statistics, information technology and specialist knowledge in operational risks and monitoring of compliance. Ideally, you have skills and experience in these areas but an eagerness to further develop your existing expertise is more important.
You have:
- A MSc or PhD degree in a quantitative field (e.g. mathematics, physics, statistics, engineering, economics or computer science)
- Experience in model development or validation of statistical/mathematical models preferred
- Familiarity with the global financial industry and its compliance and operational risks.
- Expertise in data assembling and analyzes, computational statistics, anomaly detection or machine learning including relevant programming skills, for example in R, Python, Java, C++, or SQL
- Strong writing skills and a structured working style
You are:
- Able to explain technical concepts in simple terms to facilitate collaboration
- Willing to create your own brand in the group and company-wide
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
2-Step Verification - Action Required
We've updated our security procedures!
Your privacy and security are important to us. We've recently updated our security measures to make iimjobs.com safer and more secure for you. This change requires you to reset your password.
Please reset your password using the link sent to your email. If you did not receive any email, please check your spam folder..
