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Model Validation - Risk Modelling & Analytics Specialist

Mumbai, India | UBS

  • Industry:
    Financial Services
  • Position Type:
    Full-Time
  • Functions:
    Risk Management
  • Experience:
    1-3 years
Job Description:
99 people have viewed this job

Are you an expert in analytics? Are you an innovative

thinker who likes to challenge the status quo? Are you

interested in risk models? Are you wondering where the

limitations of a model are? We are looking for someone

to:

• assess the model's conceptual soundness and

methodology

• check appropriateness of assumptions, parameters,

model calibrations, qualitative or expert adjustments, etc.

• review outcome, impact, or benchmark analyses and

develop a benchmark model (as appropriate)

• assess model risk, including model robustness

analysis, identification of limitations, and their

assessment

• document the assessment to the required standards

• collaborate with model developers and communicate

with key stakeholders across the institution

Your team

You will be working within the Finance Accounting team of

Model Risk Management & Controls (MRMC). The team

is responsible for the validation of finance and accounting models at UBS. We carry out independent model assessments in line with the internal

governance of models policy and regulatory

requirements.

Your expertise

• strong quantitative analytic and modeling skills with

Master’s or PhD degree in a quantitative field (e.g.

econometric, financial economics, financial mathematics,

statistics, engineering, physics, mathematics) and 1-4

years of quantitative experience in risk modeling, model

validation or related fields

• showing high standards when it comes to report writing

in a structured and transparent way.

• strong communication skills and the ability to explain

technical topics clearly and intuitively

• good computing and programming (coding) skills and

experience utilizing programming languages such as R

or Python

•good understanding of fair value measurement technique and bank's balance sheet

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 standards


 


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