Key responsibilities
Whether you already have a strong treasury background or are looking to deepen your expertise, are you excited by the chance to grow as a model validator while gaining unique insight into how treasury risk management is applied in practice? Do you enjoy using your quantitative expertise to challenge complex models and understand how treasury risk is measured, interpreted, and communicated to stakeholders?
We're looking for a Model Validation Quant in the Treasury Models Validation team to:
•provide independent review and challenge of high-impact treasury models that support internal and external risk management and financial reporting.
•evaluate models against relevant treasury risk requirements, regulatory expectations, and internal policies.
•assess model methodologies and assumptions to ensure they appropriately reflect treasury risk objectives and disclosure requirements.
•partner with global stakeholders across functions to support effective model governance and validation outcomes.
•build and apply expertise in treasury risk frameworks to provide technical insight on model-related matters.
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The team
You will work within the Model Risk Management & Control function of the Group Chief Risk Officer organization, as part of the Treasury Risk Models Validation team. Our role is to understand, assess, and challenge the risks associated with the use of models across the firm.
Your skills and experience
The role requires a strong foundation in statistics, information technology, and risk modeling, with an emphasis on treasury, stress testing, climate risk, and statistical economic capital models. While relevant experience is valued, we place equal importance on your motivation and willingness to continuously develop your skills and knowledge.
-master’s or PhD degree in a quantitative field such as computer science, statistics, mathematics, physics, engineering, or economics
-practical experience in the development or validatio
📌 Model Validation Quantitative Analyst (Mumbai)
🏢 UBS
📍 Mumbai
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