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Offer: Senior Quantitative Risk Modeller (2 - 9 yrs):

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Senior Quantitative Risk Modeller

2.9/5()
   » 2 to 9yrs
   » As per Industry Standards
   » Switzerland (Switzerland)Key Competencies:

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   »Listing Function: Banks/Insurance/Financial Services
   »Business Sector: Financial Services/Stockbroking
   »Specialization:Risk/Credit/Economic Analyst
   »Qualification:
   » Any Graduate

Job Description


Are you an expert in quantitative credit risk modelling with focus on big data a
nalysis and machine learning techniques? Are you an innovative thinker who
likes to challenge the status quo? Are you an engaged and motivated personality
who likes to understand the big picture? Do you enjoy working in a highly specia
lized team to develop and deliver solutions? Then We are seeking for someone lik
e that to:
Develop and implement advanced credit risk measures techniques for the Swiss Re
tail Lending portfolio
Support the process of automation and industrialization by leveraging on big da
ta and machine learning approaches
Perform and provide impact analysis at portfolio as well as client level for Se
nior Management and the Regulator
Perform and document model performance and confirmation tests
Your team
You will be working in Credit Methodology Retail in Zurich. We develop, refine,
implement and maintain mathematical and statistical models to measure credit ris
k of the Swiss Retail portfolio at client as well as portfolio level. Real estat
e valuation models complement the portfolio of risk models we are responsible fo
r. For the development of our methodologies, we use techniques from quantitative
risk management, financial mathematics and econometrics. Models are implemented
mainly in R or SAS, before being embedded into the productive risk infrastructu
re.
Your practice and expertise
You have:
Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statisti
cs, Econometrics, Financial Engineering, Economics, Finance, Computer Science)
practice in big data and machine learning techniques
Good coding expertise preferably in R or SAS
Sound knowledge of statistical and econometric methods and their application in
credit risk
Basic knowledge of real estate valuation is a plus
Strong analytical, conceptual and organizational expertise
Outstanding conceptual and analytical capabilities combined with very good inte
rpersonal and communication expertise

You are:
practiced in credit risk methodology
English (oral and written), German is a plus
Able to deliver high quality results in a fast pace environment with tight dead
lines
About us
Expert advice. Wealth management. Investment banking. Asset management. Retail b
anking in Switzerland. And all the support functions. That's what we do. And we
do Information technology for private and institutional clients as well as corporations around the w
orld.

We are about 60,000 employees in all major financial centers, in almost 900 offi
ces and more than 50 countries. Do you want to be one of us?
What we offer
Together. Thats how we do things. We offer people around the world a supportive,
challenging and diverse working environment. We value your passion and commitme
nt, and compensate your performance.

Why UBS? Video
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, knowledge a
nd trusting colleagues and clients. Challenging others and being challenged in r
eturn. Being passionate about what you do. Driving yourself forward, always want
ing to do things the right way. Does that sound like you? Then you have the righ
t stuff to join us. Apply now.
Contact Details
UBS HR Recruiting Switzerland
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each indivi
dual and support the diverse cultures, perspectives, expertise and practices with
in our workforce.

Job Posted by


   »Employer ::UBS
   »Website: http://www.ubs.com
   »Business Sector:Banking, Financial Services & Insurance (Consumer Finance, Non Banking Financial Companies)
   »Company Turnover: 10000 - 10000+ Crores
   »Company Size: 10001 - 10001+ Employees
   »

Posted on: 08 Dec, 2017 | Listing ID: 60425371
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Post Date: 12/08/2017 / Viewed 1 times
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