UBS
Director, Senior Model Validator Quantitative Analyst
UBS, Nashville, Tennessee, United States,
Job Reference #303832BR
CityNashville
Job TypeFull Time
Your RoleAre you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions? We’re looking for a Director, Senior Model Validator Quantitative Analyst to:
Validate advanced risk models within Market Risk using programming languages such as Python and R-studio.
Assess the conceptual soundness and methodology of different models and perform related outcome, impact, benchmark, and robustness analyses.
Check appropriateness of input data, model assumptions, parameters, and calibration accuracy as well as qualitative or expert adjustments.
Run analyses on implementations in order to assess models' correctness and stability.
Carry out and document independent model validation in line with regulatory requirements and internal standards.
Identify model limitations and evaluate overall model risk.
Challenge the current models by developing benchmark and challenger risk models.
Support US regulatory exercises such as CCAR.
Interact and collaborate with stakeholders such as model developers, users, and model governance representatives to safeguard the quality of the model risk management framework.
Qualified Applicants apply through
SH-ProfRecruitingcc@ubs.com . Please reference 000753. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI
Your Expertise
Master's degree or foreign equivalent in Quantitative Finance, Business Administration, or a related field of study plus four (4) years of experience in the job offered, or as a Model Validator Quantitative Analyst, Senior Project Consultant, or related occupation.
Experience with model validation, coding (R), stress testing for CCAR, risk modeling, model risk management, assessing the conceptual soundness of models, regulatory requirements for financial risk management, and quantitative and statistical analysis.
About UsUBS is the world’s largest and the 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. We have a presence in all major financial centers in more than 50 countries.
Join UsAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing, and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs. From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. Ready to be part of #teamUBS and make an impact?
Disclaimer / Policy StatementsUBS 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.
#J-18808-Ljbffr
CityNashville
Job TypeFull Time
Your RoleAre you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions? We’re looking for a Director, Senior Model Validator Quantitative Analyst to:
Validate advanced risk models within Market Risk using programming languages such as Python and R-studio.
Assess the conceptual soundness and methodology of different models and perform related outcome, impact, benchmark, and robustness analyses.
Check appropriateness of input data, model assumptions, parameters, and calibration accuracy as well as qualitative or expert adjustments.
Run analyses on implementations in order to assess models' correctness and stability.
Carry out and document independent model validation in line with regulatory requirements and internal standards.
Identify model limitations and evaluate overall model risk.
Challenge the current models by developing benchmark and challenger risk models.
Support US regulatory exercises such as CCAR.
Interact and collaborate with stakeholders such as model developers, users, and model governance representatives to safeguard the quality of the model risk management framework.
Qualified Applicants apply through
SH-ProfRecruitingcc@ubs.com . Please reference 000753. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI
Your Expertise
Master's degree or foreign equivalent in Quantitative Finance, Business Administration, or a related field of study plus four (4) years of experience in the job offered, or as a Model Validator Quantitative Analyst, Senior Project Consultant, or related occupation.
Experience with model validation, coding (R), stress testing for CCAR, risk modeling, model risk management, assessing the conceptual soundness of models, regulatory requirements for financial risk management, and quantitative and statistical analysis.
About UsUBS is the world’s largest and the 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. We have a presence in all major financial centers in more than 50 countries.
Join UsAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing, and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs. From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. Ready to be part of #teamUBS and make an impact?
Disclaimer / Policy StatementsUBS 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.
#J-18808-Ljbffr