Rating and LGD Modeler – Credit Risk Methodology Rating and LGD Modeler – Credit Risk Methodology …

UBS
in London, England, United Kingdom
Permanent, Full time
Last application, 14 Jun 19
Competitive
UBS
in London, England, United Kingdom
Permanent, Full time
Last application, 14 Jun 19
Competitive
Job Reference # 190719BR

 


Your team
You will be working within the Credit Risk Methodology PD, LGD & Capital IB team in London, which is part of UBS group-wide Risk Methodology. As a Senior Credit Rating Modeler, you will be delivering best-in-class model development support to the IB.

Your expertise
You have:
• a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
• sound knowledge of statistical and econometric methods and their application
• excellent coding skills, preferably in R
• prior work experience in risk model development or validation
• exceptional problem-solving skills and strong attention to detail
• outstanding communication skills with colleagues at all levels of the organization

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.

 

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