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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 |
Does quantitative modelling excite you Are you an innovative thinker and interested in risk topics Do you know how to work well within a team to develop and deliver high quality solutions We are looking for a Quantitative Risk Specialist to: Develop methodologies to determine lending values for all products in our Lombard portfolio for UBS Group Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing lending value risk models. Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models Implement prototype models in R, Python, C++ or SAS, before being embedded into the productive risk infrastructure Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercisesYour teamYou ll be working in the Lombard team within Credit Methodology in Mumbai. Your main responsibilities will be to develop and maintain UBS s lending value models covering our Lombard business. The framework captures all Lombard businesses world-wide ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within our Global Wealth Management business on both the risk and the business side to deliver state of the art methodologies and support new business initiatives., A Masters or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance) At least 1-2 years of experience in credit risk modelling or other areas of risk methodology and/or model development Sound knowledge of statistical and econometric methods and their application Strong IT / programming skills. Previous experience and ability to implement models in a programming language (e.g., R, Python, C++) is essential and experience with handling large datasets is a plus Strong analytical, conceptual and organizational skills with the ability to work under tight deadlines Interest in placing model development activities within the bigger picture of the organisation Ability to influence and convince key stakeholders within the model development process*LI-UBS
Keyskills :
creditrisk riskmodels newbusiness riskmanagement wealthmanagement modeldevelopment lendingsolutions quantitativerisk financialengineering it sas art risk sound retail python credit bs