Your role

　　Are you an innovative thinker? Do you enjoy delivering enhanced change capabilities across a range of business functions? Are you a detail-oriented multitasker?

　　We're looking for an Associate Director, Quantitative Analyst, Market Risk Models to:

　　• Advance the methodologies and parameterization for measuring Value-at-Risk (VaR).

　　• Develop, improve, and participate in the periodic recalibration process of the VaR model.

　　• Contribute to the development of the market risk capture framework required by the new FRTB regulation.

　　• Collaborate closely with Risk IT in improving the market risk measurement platform, and in implementing model changes.

　　• Participate in methodically testing new implementations in the VaR measurement system.

　　• Deliver consistently on the full cycle of model development, implementation, validation, analysis, model documentation, and obtaining model confirmation from the risk models validation team.

　　• Contribute to analyses and responses demanded by internal and external parties (e.g. regulators, audit, market risk control officers).

　　Qualified Applicants apply through [email protected]. Please reference 001339. NO CALLS PLEASE. EOE/M/F/D/V

　　Join us

　　At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

　　From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?

　　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

　　Diversity helps us grow, together. That's why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

　　You'll be working in the Group Functions team in Stamford, CT.

　　Your expertise

　　Education & Experience Requirement

　　• Master's degree in Operations Research and Information Engineering, Quantitative Finance, Financial Engineering, Data Science, Applied Mathematics or a related field of study plus 2 years of experience in the job offered or 2 years of experience as a Quantitative Risk Analyst, Portfolio Management Analyst, Portfolio Risk Analysis Intern or a closely related occupation.

　　Position requires experience with the following:

　　• (1) Quantitative risk models; (2) Financial engineering; (3) R programming; (4) SQL; (5) Large data sets; (6) Time series analysis; (7) Statistical analysis; (8) Outlier detection techniques; (9) Regression models.

　　*LI-DNI

　　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.