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Your team You'll be working in the Market Risk Stress Testing Methodologies team in London. We are focused on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of our trading portfolio. We also maintain the market risk stress infrastructure and respond to business and regulator's queries on market risk stress testing.
a university degree in finance, economics, business administration or numerical discipline
prior experience in market risk management
excellent understanding of methodologies related to stress testing of market risk
ability to code in either R or Python
ability to respond quickly to notifications from Market Risk Officers
a great communicator (and you know how to handle challenging situations)
team-orientated, while able to complete tasks independently
follow a systematic and structure approach
document the approach / process
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.