Quant Analyst, Corporate & Wholesale Credit Risk Scenario Models

Responsibilities

• Develop and maintain stress testing and provisioning models in line with international regulatory and accounting standards
• Support ongoing and new regulatory initiatives to manage credit risk
• Contribute to the development, refinement, and implementation of risk models
• Perform and document model performance and confirmation analysis
• Communicate technical information to Senior Management, Risk Officers, and Subject Matter Experts

Requirements

• Master's or PhD degree in a quantitative discipline (e.g., Financial Engineering, Economics, Finance, Econometrics, Mathematics, or Statistics)
• 2+ years of experience in credit risk modelling
• Proficiency in Python and experience with statistical software
• Strong analytical and conceptual skills with a solid statistical understanding
• Knowledge of R or SQL is a plus
• Fluent in English, both verbal and written

Preferred Qualifications

• Experience working within a global financial institution
• Ability to work in a collaborative, agile, and proactive team environment

About the Company

UBS is a leading global wealth manager and the leading universal bank in Switzerland. We provide diversified asset management solutions and focused investment banking capabilities, operating in more than 50 markets around the globe. We place collaboration at the heart of everything we do to deliver value to our clients and partners.