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Model Validation Quantitative Risk Analyst

3.00 to 7.00 Years   Hyderabad   05 May, 2023
UBS Securities India Private Limited
Job LocationHyderabad
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

    -check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments-review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)-evaluate the 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 institutionYour teamYou will be working within the Credit team of Model Risk Management & Controls (MRMC). The team is responsible for the certification and the regular confirmation of all Credit risk models at UBS. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements., You have:-very strong quantitative and modelling skills with Master s or PhD degree in a highly quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields-proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues-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-familiarity with financial regulations such as Basel 3, CCAR, CRR or IFRS9 is a plusYou are:-fluent in English, spoken and written-a team player with strong interpersonal skills-motivated, well organized and able to complete tasks independently to high quality standards

Keyskills :
underwritingrisk managementfinanceriskreportingcredit riskrisk modelsproject management

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