Quantitative Model Risk Analyst
Job Reference #
Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
• independently review exotic equities and commodities derivative models
• approve exotic transactions and model reserve methodologies
• provide expertise on model suitability, calibration, speed and accuracy
• represent the team at internal meetings
• develop benchmark models in C++
• work closely with front office quants, market risk control, and trading
You’ll be working in the Model Validation team focusing on equities and commodities derivatives. As part of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective
• some working experience in a similar quantitative role
• MSc or PhD in a quantitative discipline
• proficiency using C++ and/or Python, and ideally some experience in implementing derivative models using Monte Carlo and/or partial differential equation techniques
• excellent written and interpersonal communication skills
• methodical, concise and accurate, with strong attention to detail
• able to apply technical understanding to practical problems
• willing to collaborate and share knowledge with your team
UBS is the world’s largest and 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.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
At 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 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."