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| Job Location | Mumbai City |
| Education | Not Mentioned |
| Salary | Not Disclosed |
| Industry | Banking / Financial Services |
| Functional Area | Statistics / Analytics |
| EmploymentType | Full-time |
Are you an expert in analytics Are you an innovative thinker who likes to challenge the status quo Do you know how to work well within a team and deliver effective solutions Were looking for someone like that to carry out independent validation of models used in the UBS corporate credit risk area, by assessing the models conceptual soundness and methodology checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc. reviewing outcome, impact, performing benchmark and robustness analyses identifying model limitations and evaluating overall model risk documenting the assessment to required standards interacting and collaborating with stakeholders such as model developers, users, model governance representatives in order to safeguard the quality of our model risk management frameworkYour teamDiversity helps us grow, together. That s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients., You ll be working in the Model Risk Management & Control team responsible for the independent validation of the credit risk models used for Pillar-I, CCAR, IFRS-9 and internal stress testing in UBS at group level. a MSc degree in quantitative Finance, Mathematics, Statistics, or quantitative Economics; 5+ working experiences in model validation or model development, preferably in a bank or a consulting firm knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management. knowledge and experiences in statistical and economic modeling techniques, ie. regression, logistic regression, time series, error correction model etc. strong coding skills in excel, SAS, R, or similar excellent analytical skills curiosity and a thirst for innovation fluent in English, oral and written a team player with strong interpersonal skills motivated, well organized and able to complete tasks independently to high quality standards
Keyskills :
acquisitionbusiness strategyclusteringrisk managementmodel validationcorporate crediterror correctionmodel developmentfinancial marketseconomic modelingfinancial serviceslogistic regression