Are you an expert in analytics? Are you an innovative thinker who is interested in how models work and what their limitations are? Are you an engaged and motivated personality? For our market risk models validation team we’re looking for a quantitative analyst who can carry out project-based independent model assessments in line with the UBS model governance policy and regulatory requirements, notably:

• assess the model's conceptual soundness and methodology
• check appropriateness of input data, the model assumptions and parameters, the accuracy of the model calibration, as well as of qualitative or expert adjustments
• review outcome, impact, and develop benchmark approaches
• assess model risk, perform model robustness analysis, and identify and evaluate model limitations
• document the assessment to required standards
• interact and discuss with stakeholders (model developers as well as senior model owner and model governance bodies)