Are you interested in quantitative risk modelling and knowledgeable of statistical, mathematical and econometrical models used in the financial industry? Are you an innovative thinker who likes to challenge the status quo and apply recent analytical techniques to solve quantitative problems?
At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We’re looking for a Quantitative Risk Modeler to:
develop and maintain Pillar 1 IRB Credit Risk models (PD, LGD, Slotting), including conceptual development, data analysis, prototype coding, documentation and support in the interaction with regulatory and audit stakeholders
assess model performance by defining and performing quantitative tests and investigating potential gaps
independently interact with senior Risk Control stakeholders to ensure that the models are correctly used and that they reflect the views of subject matter experts.
collaborate with other quantitative analysts to share insights and work closely with cross-functional team members to ensure the correct implementation of models in productive environments
ensure escalation and disclosure of any information of which applicable regulators would reasonably expect notice
Job Type
Full Time
Job Reference #
336917BR
City
Mumbai
Your team
You’ll be working in the CH & US Mortgages, Corporates & Specialized Lending Capital Models as a member of the Specialized Lending Capital Models team in Mumbai focusing on the development of Pillar 1 Credit Risk models for Specialized Lending products. We’re an international team with members in Switzerland, Poland, India with a diverse mix of seniorities and backgrounds.
Your expertise
ideally 8+ years of quant modelling experience within the finance sector, with strong know-how in basic modeling concepts (e.g., logistic regressio
📌 Senior Quant Model Developer (Mumbai)
🏢 UBS
📍 Mumbai
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