Credit Risk Model Validation Risk Modelling Analytics Specialist Job In Ubs In India, Mumbai

Job Your roleAre you an expert in analytics Are you an innovative thinker who likes to challenge the status quo Do you know how to work well within a team and deliver effective solutions We're looking for someone like that to carry out independent validation of models used in the UBS corporate credit risk area, byassessing the model's conceptual soundness and methodologychecking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etcreviewing outcome, impact, performing benchmark and robustness analyses.

identifying model limitations and evaluating overall model riskdocumenting the assessment to required standardsinteracting and collaborating with stakeholders such as model developers, users, model governance representatives in order to safeguard the quality of our model risk management frameworkJoin usAt UBS, we embrace flexible ways of working when the role permits We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success Together we're more than ourselves Ready to be part of #teamUBS and make an impact Disclaimer/Policy StatementsUBS 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.

Your teamyou'll be working in the Model Risk Management & Control team responsible for the independent validation of the credit risk models used for Pillar-I, CCAR, IFRS-9 and internal and external stress testing (including climate risk stress testing) in UBS at group level Your expertisemaster's or PhD degree in quantitative Finance, Mathematics, Statistics, or quantitative Economics 7+ years working experiences in model validation or model development, preferably in a bank or a consulting firm .

knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management knowledge and experiences in statistical and economic modelling techniques, ie Linear regression, logistic regression, probit regression, time series, error correction model etc .

Experience in low default portfolio modelling/ validation would be preferredstrong coding skills in R, Python, Excel or similarexcellent analytical skillscuriosity and a thirst for innovation.

fluent in English, oral and written a team player with strong interpersonal skillsmotivated, well organized and able to complete tasks independently to high quality standards Your Career ComebackWe are open to applications from career returners Find out more about our program on .

Ubs is looking for .

Ubs is looking for Any Graduate / Post Graduate profile candidates.