Quantitative Risk Analyst (XVA)
Quantitative Analysis, Risk
Job Reference #
Does complex modelling excite you? Are you an innovative thinker who enjoys applying your skills to a wide range of model types and risks? We’re looking for someone like that to:
- independently review XVA pricing and risk models across UBS trading businesses
- contribute to development of benchmark models in C++ / python
- work closely with front office quants, business, market and credit risk officers
- participate in key strategic and regulatory projects
The Model Risk Management & Control (MRMC) function is a part of Group CRO organization with primary responsibility for the UBS Model Risk Governance framework. This includes model validation, control, and governance activities.
You’ll be working in the Model Validation team focusing on Credit Trading and Portfolio Valuation (XVA) models, used across the trading businesses within UBS. The team is split between Krakow and London with a broad mandate covering valuation models across all asset classes, as well as counterparty credit risk and capital modelling.
– masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)
– ability to analyse complex problems and critically assess financial models
– hands-on experience with C++ and Python
– several years working experience in a similar quantitative role preferred
– collaborative and team-oriented, with strong written and interpersonal communication skills
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.