UBS Financial Services Market Risk Stress Testing Analyst in London, United Kingdom
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Have you worked on regulatory projects such as CCAR, FINMA, PRA, MAS, etc.? Have you worked on methodologies related to stress testing of market risk? Do you know how to carry out data analysis? We’re looking for someone like that to:
– develop approaches for CCAR and FINMA LPA exercises
– assist with risk processes (including regulatory submissions)
– develop models using R language
– assist with improvements in risk infrastructure
– make sure regulatory requirements and requests are dealt with in a disciplined, timely and efficient manner
– collaborate closely with other teams (such as IT, Market risk control, Reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures and maintain documentation of high standards for internal and external distribution on processes and approaches
Market Risk Stress Testing Analyst
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What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
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Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
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.
You’ll be working in the 'market risk stress testing methodologies' team in London. We are focused on developing models on stress testing Value-at-Risk (VaR) and losses on market risk of the firm's trading portfolio. We also maintain the market risk stress infrastructure and respond to business and regulator's queries on market risk stress testing. We are also involved in scenario generation and development.
Your experience and skills:
– a university degree in finance, economics, business administration or numerical discipline
– several years of experience in the financial services industry, preferably in market risk management
– strong analytical skills
– ability to code in R
– worked on regulatory projects on stress testing market risk RWAs and losses
– able to respond quickly to notifications from Market Risk Officers
– a great communicator (and you know how to handle challenging situations)
– team-orientated, while able to complete tasks independently
– able to follow a systematic and structure approach and document the approach / process
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?