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Are you an expert in quantitative credit risk modelling with focus on big data analysis and machine learning techniques? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to:
Develop and implement advanced credit risk measures techniques for the Swiss Retail Lending portfolio
Support the process of automation and industrialization by leveraging on big data and machine learning approaches
Perform and provide impact analysis at portfolio as well as client level for Senior Management and the Regulator
Perform and document model performance and confirmation tests
You will be working in Credit Methodology Retail in Zurich. We develop, refine, implement and maintain mathematical and statistical models to measure credit risk of the Swiss Retail portfolio at client as well as portfolio level. Real estate valuation models complement the portfolio of risk models we are responsible for. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R or SAS, before being embedded into the productive risk infrastructure.
Your experience and skills:
Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance, Computer Science)
Experience in big data and machine learning techniques
Good coding skills preferably in R or SAS
Sound knowledge of statistical and econometric methods and their application in credit risk
Basic knowledge of real estate valuation is a plus
Strong analytical, conceptual and organizational skills
Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
Experienced in credit risk methodology
English (oral and written), German is a plus
Able to deliver high quality results in a fast pace environment with tight deadlines
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.
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.