Quant Analyst, Corporate & Retail Credit Scenario Models

Responsibilities

• Develop and maintain stress testing and provisioning models for corporate and retail credit portfolios
• Apply quantitative risk management, financial mathematics, and econometrics to model credit risk
• Support regulatory initiatives and ensure models align with accounting and regulatory standards
• Perform model performance monitoring, validation, and confirmation analysis
• Document findings and communicate technical results to senior stakeholders and subject matter experts

Requirements

• Master's or PhD in a quantitative discipline such as Econometrics, Economics, Finance, Mathematics, Financial Engineering, or Statistics
• 2+ years of experience in credit risk modelling, ideally with Stress and/or IFRS9 models
• Strong knowledge of statistical and econometric methods and their application
• Proficiency in Python; R and SQL are a plus
• Strong analytical, conceptual, and communication skills
• Fluent in English, both written and verbal

Preferred Qualifications

• Experience with specialized lending or international commercial real estate portfolios
• Interest in applying AI to improve modelling workflows with sound judgment and governance
• Collaborative, proactive, and detail-oriented working style

About the Company

UBS is a leading global wealth manager and universal bank with a strong presence across more than 50 markets. The company values collaboration, innovation, and flexible working, with a focus on inclusive culture and professional growth.