Quantitative Risk Analyst (XVA)
Job Reference #
Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
• independently review models across a wide range of asset classes
• provide expertise on model suitability, calibration, and accuracy
• develop benchmark tools in C++ and Python
• work closely with front office quants, market risk control, and trading
You'll be working within the Model Risk Management & Control (MRMC) function in Group CRO. The XVA and Credit Trading team is a diverse team with global coverage and works closely with front office quants, trading, market and credit risk and IT to ensure models are developed, implemented, and maintained to a high standard.
• Masters or PhD degree in a quantitative discipline (mathematics/physics) is a prerequisite.
• Good understanding of financial modelling, derivative pricing, and the role of risk control
• Hands-on experience with C++ and Python. Pragmatic ability to develop and test models on the fly.
• Excellent written and interpersonal communication skills
and you are able to explain (technical) topics clearly and intuitively
• Organized, detail-oriented, self-motivated and respond well under pressure
• Co-operative and team-oriented, being able to motivate and organize yourself and the team
• Capable of taking ownership of projects and keeping to predefined timelines
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?
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.
You are kindly requested to include the following clause in your application: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."