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.

Does quantitative modelling excite you? Are you experienced in credit risk?

We’re looking for someone like you to:

• use techniques from quantitative risk management, financial mathematics, and econometrics to develop and maintain rating and LGD models used for Basel III Pillar 1 capital requirement and IFRS9 impairment losses
• be responsible for model maintenance and execution, ensuring alignment with stakeholders’ requirements and internal policies
• collaborate with Risk Officers, Business Managers, Risk IT and other stakeholders to support the proper implementation and execution of risk models as well as regulatory exercises
• present methodologies to management and regulators for approval
• contribute to the documentation of models, data, and system improvement