Exposure Risk Modeling and Analytics Specialist Exposure Risk Modeling and Analytics Specialist …

in London, England, United Kingdom
Permanent, Full time
Last application, 16 Jul 19
in London, England, United Kingdom
Permanent, Full time
Last application, 16 Jul 19
Job Reference # 191911BR


Your team
You'll be working in the Exposure Risk Measurement team within the Risk Methodology department London.

We develop and maintain the credit exposure measurement capabilities of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.

You will have the opportunity to coordinate and become the main global contact for the improvement of methodologies, processes and parameterization of our credit exposure measures for the banking and trading book (covering credit facilities, derivatives and securities financing transactions). As a client of the Front Office exposure calculation engines, you will also be responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly. Last but not least, as owners of the Risk Exposure models, we also need to ensure the calculations meet the required regulatory standards

Your expertise
– University degree (Msc or PhD) in finance, mathematics, science or in a numerical discipline
– Prior working experience (3+ years) in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
– Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
– Working experience with high-level programming language (C#,C++), and knowledge of statistical modeling software (e.g. Rstudio, SQL) is desirable
– Excellent communication skills with colleagues at all levels in the organization
– Pro-active in taking new initiatives and carrying them through completions a great communicator (and you know how to handle challenging situations)
– Team-orientated, while able to complete tasks independently
– Skilled giving and receiving constructive feedback able to explain technical topics clearly and intuitively to a non-technical audience
– Fluent in English, both in oral and written form

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.