Job Reference #
Are you an expert in software engineering? 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? We're looking for someone like that to carry out independent projects related to Scenario Design and Expansion, by
– developing and maintaining a proprietary application code
– building and maintaining a suite of functionalities to address client needs
– deploying code changes into release ready production state, in line with a set of deployment guidelines
– interacting and collaborating with stakeholders: quant developers, quant researchers, business users of the library, model governance representatives and management.
You will working in the Forecasting and Scenario Methodology team with members in the US, UK, Switzerland, Poland, and India. Our role is to develop and maintain methodologies that are used to design and expand economic scenarios. Our forecasts are used to assess the impact of macroeconomic and market-shock scenarios on the firm’s profitability and capital adequacy. Our deliveries are key to regulators across the globe, used for accounting standards, and internal capital assessments. The framework captures all risk types across all businesses world-wide.
• a MSc degree in computer science, mathematics, physics or numerical discipline, PhD is a plus
• expertise in the full SDLC for software written with Python, Java, SQL, RESTful web services, and web UIs.
• 2+ years of experience in Python, R, Java and SQL
• 2+ years of experience in Gitlab, Confluence, JIRA
• exposure to statistical modelling
• excellent analytical skills to perform complex technical and functional analysis
• knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management is a plus
• an expert at translating business and technical requirements into well-engineered business applications based on object-oriented design
• able to explain technical concepts in simple, intuitive terms to facilitate collaboration
• willing to create your own brand in the group and company wide
• fluent in English, additional languages are welcome
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
From gaining new experiences in different roles to acquiring fresh knowledge and skills, at UBS we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves.
Ready to be part of #teamUBS and make an impact?
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.