Senior Risk Modelling & Analytics Specialist

Your team

You'll be working in the Counterparty Credit Risk Models team within the Risk Methodology department in London.

We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.

As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards.

Your experience and skills

You have:

• a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
• prior working experience (5+years) in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• working experience with high-level programming language (Python, C++, C#) is a must and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable

You are:

• pro-active in taking new initiatives and carrying them through completion
• able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders
• fluent in English, both in oral and written form