Job Type

Full Time

Job Reference #

339185BR

City

Mumbai

Key Responsibilities

Your role : Have you worked in a risk department and have affinity with quantitative topics? Are you experienced in credit risk methodologies and do you have the expertise to code in R? 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 are seeking a Quantitative Analyst specializing in Credit Portfolio Models and Credit Economic Capital to:

develop quantitative methodologies to forecast credit losses for Economic Capital modeling and Stress Testing
design and implement prototypes or automated solutions, while maintaining and enhancing existing code, primarily in R
collaborate closely with cross-functional teams (including IT, Model Risk Management, and Reporting) to ensure timely and accurate credit risk reporting
produce and maintain high-quality documentation for both internal and external stakeholders,



covering methodologies and processes
support the execution of risk processes, including regulatory submissions

The team

You will be working in the Firmwide Stress Testing Models in Mumbai, which is part of the group-wide Quantitative Risk Methodology department.

Your Skills And Experience

a Master's degree in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Engineering, Econometrics, Finance)
solid analytical, organizational and problem-solving skills with the ability to work under tight deadlines
programming experience, particularly in statistical languages such as R programming
experience in handling large datasets
ability to communicate logically and precisely, including writing rigorous and clear mathematical model documentation
able to develop prototypes and automated processes
experienced with statistical analysis and enthusiastic about creating your own models
very

📌 Quant Analyst (Mumbai)
🏢 UBS
📍 Mumbai