Counterparty Risk Quantitative Modelling Specialist Counterparty Risk Quantitative Modelling  …

UBS
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 21 sept. 20
Competitive
UBS
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 21 sept. 20
Competitive
UBS
Job Reference #217951BR
Your team
You'll be working in the Exposure Risk Measurement team within the Risk Methodology department in London. We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models. As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards.

Your expertise
• a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
• prior working experience in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (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#, Python, C++) is a must and knowledge of statistical modeling software (e.g. RStudio, SAS, SQL) is desirable
• pro-active in taking new initiatives and carrying them through completion
• able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders
• 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.
Descriptif de l'entreprise

UBS works with individuals, families, institutions, and corporations around the world to help answer some of life's questions – whether through award winning wealth management advisory, investment banking and asset management expertise, or private and corporate banking services in Switzerland.
We're a team of more than 66,000 colleagues, collaborating across all major financial centers in 50 countries. We strive for excellence in everything we do, and this has awarded us recognition across our businesses. We offer a collaborative, international and diverse working environment that rewards passion, commitment and success – and are regularly recognized as an attractive employer.

Together for the goals
#TOGETHERBAND raises awareness about the 17 United Nations Sustainable Development Goals for 2030 through 17 uniquely colored bracelets. Each pack contains two individually packaged bands: one to wear and one to share so you can spread the word about what goal matters most to you and give someone else the opportunity to do the same. The production and money raised from the sales of these bands will help fight injustices such as poverty and gender inequality as well as climate change and unfair labor.

Right now, #TOGETHERBAND is helping to support emergency COVID-19 relief. For the month of April, our partners at #TOGETHERBAND have created TOGETHER FUND to help fight the pandemic and provide aid to those who need it most.

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