Credit Risk Modeler

City

London

Job Type

Full Time

Country / State

United Kingdom

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 will be working within our Financial Institutions & Wholesale Credit Risk Models team in London, which is part of UBS Quantitative Risk Modelling. As a Credit Risk Modeler, you will be delivering models applied to the wholesale credit portfolio (Large Corporate, Banks, Funds, etc.) across all UBS business divisions.

Your Expertise

• • a degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Econometrics, Financial, Physics)
• • sound knowledge of statistical and econometric methods and their application
• • excellent coding skills in R and Python
• • prior work experience in rating and LGD model development or validation
• • strong problem-solving skills and attention to detail.
• • self-motivated individual with the ability to work independently, having fluent, clear, and crisp communication and effective teamwork skills

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.