Do you have experience in quantitative risk modeling with a focus on Lombard Pillar 1 models? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solving quantitative problems? Do you enjoy managing and working with a highly specialized team to develop and deliver solutions?

We’re looking for a Team Lead with strong analytical skills and interest in quantitative modelling to:

• Develop methodologies for quantitative modelling of the probability of default (PD) and loss-given-default (LGD) for our Lombard portfolio for UBS Group;
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models;
• Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models;
• Implement prototype models in R, MatLab or SAS, before being embedded into the productive risk infrastructure;
• Collaborate with Risk Officers, Business Managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises.