Quantitative Analyst, Securities Backed Lending PD&LGD Models

UBS; Zürich; Vor Ort; CHF 100’000 - 130’000; Vollzeit

Zusammenfassung

A leading global firm is seeking a Quantitative Analyst for Securities Backed Lending models. The ideal candidate will possess a Master's or PhD in an applied quantitative discipline and have strong experience in credit risk modeling. Responsibilities include developing models, applying advanced statistical methods, and influencing stakeholders within the organization.

Qualifikationen

• 3+ years' experience in credit risk modeling or model development.
• Previous experience with SBL models is a plus.
• Ability to implement models in programming languages is essential.

Aufgaben

• Develop and implement credit risk models.
• Analyze and apply statistical methods.
• Influence and convince key stakeholders in the model development process.

Kenntnisse

Statistical methods

Econometric methods

Analytical skills

Organizational skills

Programming languages (R, Python)

Ausbildung

Master’s or PhD in applied quantitative discipline

Jobbeschreibung

Quantitative Analyst, Securities Backed Lending PD&LGD Models

Pay Competitive

Employment type Full-Time

Job Description

Req#: 277625BR • a Master’s or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
• 3+ years' of experience in credit risk modelling or other areas of risk methodology and/or model development
• sound knowledge of statistical and econometric methods and their application
• previous experience with SBL models is a plus
• previous experience and ability to implement models in a programming language (e.g. R, Python) is essential
• experience with handling large datasets and working with the Cloud is a plus
• strong analytical, conceptual and organizational skills with the ability to work under tight deadlines and ability to influence and convince key stakeholders within the model development process
• interest in placing model development activities within the bigger picture of the organization

About the company

UBS is a global firm providing financial services in over 50 countries. Visit our site to find out what we offer in the United States of America.

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