Quant Analyst

City

Mumbai

Job Type

Full Time

Country / State

India

Function Category

Risk

Join Us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Contact Details

• UBS Business Solutions SA
• UBS Recruiting

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.

Your Team

You’ll be working in the Credit Corporate Risk Models Stream within Bespoke & Expert Based Corporate Credit Risk Models team in Mumbai, India. We are responsible for developing, maintaining, and documenting models used to estimate credit risk. These activities involve frequent interaction with several significant stakeholders such as front office, credit risk management, financial accounting as well as auditors and regulators.

Your Expertise

• strong experience/knowledge in at least some of the following areas: IRB PD/LGD and/or Issuer Risk modelling, credit risk stress testing models for scenario losses, regulatory framework and rules (e.g., BASEL, CCAR etc.), statistical analysis, strong quant skills and aptitude
• experience of PD/LGD/Issuer Risk models would be an asset; experience in Basel II/III / stress-testing would be advantageous
• advanced degree in finance, mathematics, econometrics, engineering or another quantitative subject
• good programming skills (R, Python, Excel)
• ability to communicate logically and precisely, including writing technical model documentations
• quick learner, flexibility to adapt to change, and produce consistently high-quality analysis backed by data and sound judgment
• exposure to the latest in credit risk modelling and regulatory requirements across regulators and business / geographies

About Us

UBS 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.