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Your team You'll be working within the Stress Methodology & Scenario Analysis team in Weehawken, NJ which is part of group-wide UBS Risk Methodology. Our role is to develop and maintain firm-wide credit risk models covering UBS's Retail and Wholesale portfolios, models for RWA forecasting, stress models for consequential risk, statistical models and scenario forecasts for regulatory and business steering purposes. We interact with a number departments across the bank (incl. Front Office, Finance, IT, Credit Risk Management, Business pricing / steering) on a regular basis. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics.
Your expertise You have:
a graduate or PhD degree a in a quantitative field such as Financial Mathematics, Financial Engineering, Statistics or Econometrics
sound knowledge of statistical and econometric methods and their application
sound practical understanding of macro- and microeconomic relationships as well as financial markets and banking products
at least 6 years of experience, with 4 years of experience in a credit risk modeling together with knowledge of regulatory practice
a track record of delivering under time and resource constraints
experience with high-level programming language, and knowledge of statistical modeling software (preferably in R)
experience with large data sets / Big Data is beneficial
excellent communication skills with colleagues at all levels in the organization
some team leadership experience managing a small or large team
comfortable communicating at all levels of the organization including senior management
able to explain technical concepts in simple terms to facilitate collaboration
provide effective feedback and coaching to enable, empower and develop others
self-driven and pro-active in taking new initiatives and carrying them though completion
able to deliver high quality results in a fast pace environment with tight deadlines
skilled giving and receiving constructive feedback
About us Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Join us We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
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.