Job Reference #

322350BRCity

LondonJob Type

Full TimeYour role

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 lossesbe responsible for model maintenance and execution, ensuring alignment with stakeholders’ requirements and internal policiescollaborate with Risk Officers, Business Managers, Risk IT and other stakeholders to support the proper implementation and execution of risk models as well as regulatory exercisespresent methodologies to management and regulators for approvalcontribute to the documentation of models, data, and system improvementYour team

You will be working within our Financial Institutions and Wholesale Credit Risk Models team in London, which is part of UBS Quantitative Risk Modelling. As a Credit Risk Modeler, you will be delivering models applied to the wholesale credit portfolio (Large Corporate, Banks, Funds, etc.) across all UBS business divisions.Your expertise

a degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Econometrics, Financial, Physics)sound knowledge of statistical and econometric methods and their applicationexcellent coding skills in R and Pythonprior work experience in rating and LGD model development or validationstrong problem-solving skills and attention to detail.self-motivated individual with the ability to work independently, having fluent, clear, and crisp communication and effective teamwork skillsAbout us

UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal and 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 know that it''s our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.Contact Details

UBS Business Solutions SAUBS RecruitingDisclaimer / 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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