Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics?
Do you know how to work well within a team to develop and deliver high quality solutions?
Then we are looking for you to:
– Develop methodologies for quantitative modelling of the probability of default (PD) and loss-given-default (LGD) for our Lombard portfolio for UBS Group
– Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models.
– Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
– Implement prototype models in R, MatLab or SAS, before being embedded into the productive risk infrastructure
– Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
