Risk Model Developer - Firmwide Stress Methodology
UBSSwitzerland - zürich Update time: October 22,2020
Job Description
Are you interested in risk management? Do you want to become a firm wide risk models developer or deepen your expertise? 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 stress testing methodologies for UBS with a focus on climate-related financial risks
• use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
• implement models in R and produce clear documentation for regulators
• bring new quantitative modeling ideas to our team to push ahead key projects within UBS
• interact and discuss with key stakeholders (model owner, business representatives, model validation teams and model governance bodies)

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