Visit www.acad.jobs with all Jobs for Academics!
                
Position: Model Validation - Risk Modelling & Analytics Specialist
Institution: UBS Group AG
Location: Mumbai, Maharashtra, India
Duties: assessing the model's conceptual soundness and methodology; checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc; reviewing outcome, impact, performing benchmark and robustness analyses; identifying model limitations and evaluating overall model risk; documenting the assessment to required standards; interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
Requirements: a MSc degree in quantitative Finance, Mathematics, Physics, Statistics, or quantitative Economics, PhD is a plus; knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management. Prior experience with asset management or market risk models is a plus; strong coding skills in R, Python, MATLAB or similar; excellent analytical skills; curiosity and a thirst for innovation
   
Text: http://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?partnerid=25008&siteid=5012&PageType=JobDetails&jobid=208147&frmSiteId=5050 Skip to the first action element of main content UBS - Experienced professionals - job boards Job search Why UBS?Careers blogSocial media buzzFAQ Sign In Swipe left and right to navigate between previous and next jobs. Model Validation - Risk Modelling & Analytics Specialist India Risk Corporate Center Job Reference # 205746BR City Mumbai Job Type Full Time Your role Are 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 asset management area, by - assessing the model's conceptual soundness and methodology - checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc. - reviewing outcome, impact, performing benchmark and robustness analyses - identifying model limitations and evaluating overall model risk - documenting the assessment to required standards - interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework Your team You’ll be working in the Model Risk Management & Control team responsible for the independent validation of the models used in the UBS Asset Management division. The team's mandate comprises of a wide range of portfolio valuation, risk estimation and optimization models, both in-house as well as externally developed. Your expertise You have: - a MSc degree in quantitative Finance, Mathematics, Physics, Statistics, or quantitative Economics, PhD is a plus - knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management. Prior experience with asset management or market risk models is a plus - strong coding skills in R, Python, MATLAB or similar - excellent analytical skills - curiosity and a thirst for innovation You are: - fluent in English, oral and written - a team player with strong interpersonal skills - motivated, well organized and able to complete tasks independently to high quality standard Your colleagues 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. English Terms of use Privacy statement Report fraudulent mail Cookies IBM Online Privacy Statement
Please click here, if the Job didn't load correctly.







Please wait. You are being redirected to the Job in 3 seconds.