Risk Modeling and Analytics Specialist (OC-395)

Risk Modeling and Analytics Specialist (OC-395)

25 Dec
|
UBS Securities India Private Limited
|
Mumbai

25 Dec

UBS Securities India Private Limited

Mumbai

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



Your team



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.





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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

*LI-UBS

The original job offer can be found in Kit Job:
https://www.kitjob.in/job/20487445/risk-modeling-and-analytics-specialist-oc-395-mumbai/?utm_source=html

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