Risk Modeling & Analytics Specialist

Hyderabad, Telangana
Fresher
Not Disclosed

Job Description

Responsibilities:
• assess the conceptual soundness and methodology of models
• check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
• review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
• assess model risk, including model robustness analysis, identification of limitations, and their assessment
• document the assessment to the required standards
• collaborate with model developers and communicate with key stakeholders across the institution

Skills/ Qualifications:

• strong quantitative analytic and modelling skills
• solid knowledge of econometric models used for forecasting macroeconomics and financial variables (ARIMA, VAR, ECM, PCA, etc.)
• master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial maths, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
• proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
• strong communication and writing skills and the ability to explain technical topics clearly and intuitively, both written and orally
• good computing and programming (coding) skills and experience utilizing programming languages such as R or Python

About Company

UBS works with individuals, families, institutions, and corporations around the world to help answer some of life's questions – whether through award winning wealth management advisory, investment banking and asset management expertise, or private and corporate banking services in Switzerland*.
Job Source : https://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?PageType=JobDetails&partnerid=25008&siteid=5012&jobid=273530&codes=ILINKEDIN#jobDetails=273530_5012
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