Rating and Lgd Modeler

Vor 6 Tagen

Zurich, Schweiz UBS Vollzeit

Switzerland - Western Switzerland, Switzerland - Zürich
- Risk
- Group Functions

**Job Reference #**
- 257490BR

**City**
- Renens, Zürich

**Job Type**
- Full Time, Part Time

**Your role**
- Do you enjoy working in a dynamic, global, and challenging environment? Are you interested in quantitative modelling? Do you know how to work well within a team to develop and deliver high quality solutions?
- We're looking for someone like you to:
- Use techniques from quantitative risk management, financial mathematics, and econometrics to develop, maintain, or improve rating, CCF and LGD models in our IB portfolio
- Collaborate with Risk Officers, Business Managers, Risk IT, Change Operations and other stakeholders to support the proper implementation and execution of risk models as well as regulatory exercises;
- Contribute to the documentation of models, data, and system improvement.

**Your team**
- You will be working within the Credit Risk Methodology PD, LGD & Capital IB team in Zurich or Lausanne, which is part of UBS group-wide Risk Methodology. As a Credit Risk Modeler, you will be delivering best-in-class credit risk models applied in the Investment Bank.
- Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

**Your expertise**
- Excellent coding skills, preferably in R/Python and SQL;
- Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics);
- Ideally prior experience in risk model development or validation;
- Strong problem-solving skills and attention to detail;
- Profound communication skills in interaction with colleagues and stakeholders;
- Fluent in English, both in oral and written form.

**About us**
- UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
- With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

**How we hire**

**Join us**
- At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
- From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

**Contact Details**
- UBS Recruiting Switzerland and Italy

**Disclaimer / Policy Statements**
- 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.

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