Do you have experience in quantitative risk modeling with a focus on credit risk measurement in financial institutions? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solving quantitative problems? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for you to:

• Create, develop and maintain macro-forecasting and stress testing models for credit risk of UBS
• use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
• Understand credit portfolio specifics; discuss requirements, modelling decisions and impacts with business, finance and risk stakeholders
• Analyze credit and macroeconomic data and identify patterns
• Assess and select different possible model specifications and calibrations
• Implement model specification as prototypes mainly using R
• Engage with client advisors and risk officers across the globe to deliver risk measures and management solutions for their specific portfolios
• Support key regulatory projects of the bank as required e.g. US CECL, CCAR/DFAST, IFRS9, Basel IV and other support regulatory exercises