UBS Securities India Private Limited
develop and maintain the counterparty credit risk exposure models
document and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requirements
stay up to date on regulatory changes and trends: European and US regulators
check that material issues are escalated to the relevant control functions and that reputation concerns are escalated to senior management
You ll be working in the Exposure Risk Measurement team within the Risk Methodology department in Mumbai, India.
We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the UBS Group.
The quantitative methods we use are closely related to sophisticated derivative pricing models.
As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards.
a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
prior working experience (3+years) in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)
strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
working experience with high-level programming language (C#, Python, C++) is a must and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable
pro-active in taking new initiatives and carrying them through completion
able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders
fluent in English, both in oral and written form
Impress this employer describing Your skills and abilities, fill out the form below and leave Your personal touch in the presentation letter.
Would you like to become an expert in counterparty risk management Are you an innovative thinker who likes to challenge the status quo We re looking for someone like that to: develop an [...]
The Senior Cognos Developer with 7 years of experience and is responsible for all tasks related to the delivery of Business Intelligence Reports, related customer service requests within a production [...]
Job Description The Senior Cognos Developer with 7 years of experience and is responsible for all tasks related to the delivery of Business Intelligence Reports, related customer service requests wit [...]
develop and maintain the counterparty credit risk exposure models document and assess the performance of the unstressed and stressed exposure models used for risk management and regulatory requ [...]