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Quant Analyst, Pillar 2 CCR Models

UBS Mumbai, India
Posted 3 days ago Permanent Competitive
Your role
Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes?

At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We're looking for a Quantitative Analyst to:
• develop and maintain stress models for both banking and trading book in line with regulatory requirements and models used for internal monitoring used by the Credit Officers
• engage with internal and external stakeholders at all levels in the organization, including audit and regulators
• develop prototype codes that will be used in productive systems
• interact with Risk and Finance expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
• collaborate with other quantitative analysts to share insights and develop global analysis frameworks and work closely with cross-functional team members to improve (digital) products and journeys iteratively and continuously
• ensure adherence to applicable regulations and internal policies via effective supervision and oversight with reference to the Principles of Good Supervision when supervising other members of staff
• understand, represent, and advocate for client needs

Your team
You'll be working in the Pillar 2 Counterparty Credit Risk Models Crew in Kraków or Wroclaw, Poland. We develop and maintain the credit exposure measurement capabilities of the IB division.

Your expertise
• a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes is a plus
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• experience within the finance sector, ideally utilizing stochastic calculus is a plus
• experience with Python and R. Knowledge of SPARK and Databricks is an advantage.
• capable of documenting any model development in a clear way
• self-driven, organized and detail-oriented with a solid understanding of banking industry
• MS or PhD degree or equivalent in mathematics, statistics, physics, computer science, engineering, quantitative finance or econometrics

About us
UBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?
Job ID  293331BR
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