Model Governance & Process Specialist
Job Reference #
Are you adept at risk matters and interested in quantitative modelling? Do you want to contribute the Bank's increasing challenge in model governance and best practices on model life cycle management? Then we are looking for you to:
– Maintain model activities pipeline for all of the risk models within the team
– Work with model developers on planning timelines, deliverables and project resourcing
– Automate and improve efficiency of existing processes
– Support documentation of model lifecycle activities and the team's documentation management
You’ll be working within the Credit Stress Methodology WM Americas team in Krakow. The team has members in US, Switzerland, Poland and India. Our role is to develop and maintain firm-wide credit risk models covering UBS's Retail and Wholesale portfolios and models for RWA forecasting. The results of our models are used to assess the impact of macro-economic scenarios on the firm's profitability, financial statements and capital adequacy. We interact with a number of departments across the bank (incl. Front Office, Finance, IT, Credit Risk Management, Business pricing / steering) on a regular basis.
– a degree in relevant discipline (e.g. Econometrics, Economics, Finance, Business Administration)
– Experience with process management and planning
– Knowledge of MS Office, especially Word, PowerPoint, Excel and VBA
– Knowledge of LaTeX is a plus
– Knowledge of risk models and regulatory frameworks is a plus
– Familiarity with model governance and model lifecycle management are a plus
– Due diligent
– Eager to learn and contribute
– An excellent communicator in English
– Team-orientated, while able to complete tasks independently
– Self-driven and pro-active in taking new initiatives and carrying them through completion
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.