Quantitative Analyst, Securities Backed Lending PD&LGD Models

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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