SeniorFull TimeEN
Mumbai
Full Time
India
Quantitative Analysis, Risk
At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
UBS Business Solutions SA
UBS Recruiting
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.
You’ll be working in the Market Risk team of Model Risk Management & Control (MRMC) function. The team is present in Zurich, Mumbai, Hyderabad and Pune locations. Our team is responsible for the independent validation of all Market risk models used within UBS for Pillar 1 / Pillar 2 regulatory purposes as well as for internal risk management purposes. The model universe covers VaR models (and its sub-components covering EQ, IR, CR, FX and CM asset classes), Risks not in VaR, FRTB SBM/CVA/DRC SA calculators, Market risk instantaneous loss / stress loss forecast models, market risk RWA projection models etc.
You have:
• Master's degree in financial mathematics, financial engineering, statistics, or a related quantitative field
• Proven experience in Market risk or risk modeling or valuation models.
• Strong coding skills and ability to apply quantitative techniques to solve practical problems
• Understanding of financial products and their market risk exposures/ risk sensitivities, financial markets, regulatory landscape.
• Very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
You are:
• Proficient in programming languages such as R/python
• Fluent in English - oral as well as written
• Team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.
