Unlocking Opportunities in Credit Risk Model Validation at UBS
As a quantitative analyst, I’ve always been fascinated by the intricacies of credit risk modeling. The world of finance is constantly evolving, and staying ahead of the curve requires a deep understanding of risk management. That’s why I’m excited to dive into the world of credit risk model validation at UBS.
The Role of a Credit Risk Model Validation Quantitative Analyst
UBS is seeking an experienced Credit Risk Model Validation Quantitative Analyst to join their team in Mumbai. As a member of the credit risk team, you’ll be responsible for assessing the conceptual soundness and methodology of credit risk models. This involves reviewing outcome, impact, or benchmark analyses and developing a benchmark model as needed. Your expertise in quantitative analytics and modeling skills will be essential in identifying limitations and assessing model risk.
Collaboration and Communication: Key to Success
As a Credit Risk Model Validation Quantitative Analyst, you’ll work closely with model developers and stakeholders across the institution. Effective communication is crucial in presenting review outcomes and participating in regulatory interactions. Your ability to explain technical topics clearly and intuitively will be invaluable in this role.
The Ideal Candidate
If you have a degree in a quantitative field (e.g., Econometrics, Financial Economics, Financial Mathematics, Statistics, Engineering, Physics, or Mathematics) and at least 4+ years of experience in risk modeling, model validation, or related fields, this could be the opportunity for you. Previous experience with collateralized portfolios, securities-backed lending, or SFT is a plus.
Why UBS?
UBS is a global leader in the financial industry, and their credit risk team is responsible for the independent validation of all models used in the securities-backed lending business. As a member of this team, you’ll have the opportunity to work with a talented group of professionals who share your passion for risk management.
Assessing model risk and identifying limitations
Conclusion
If you’re a motivated and experienced quantitative analyst looking to take your career to the next level, this could be the perfect opportunity for you. With UBS, you’ll have the chance to work with a talented team of professionals who share your passion for credit risk model validation.
The UBS office in Mumbai, where you’ll be based
