at UBS
Bulge Bracket Investment BanksPosted 5 days ago
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**Intern** - Support Quant Analyst's ECL/RWA Model Development, Collaborating with Multi-disciplinary Teams. Duties: Aid in model development and implementation for Expected Credit Loss (ECL) and Risk Weighted Assets (RWA); contribute to documentation; assist in data analysis and automation identification. Collaborate cross-functionally with quantitative analysts and colleagues in Credit Risk Control, Finance, and IT. Ideal candidate has basic quant/finance knowledge, no professional experience needed. Familiarity with programming languages (Python, R) a plus.
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Full Job Description
| At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable and ultimately more innovative. We're looking for a Quant Analyst to: Develop, implement, and control models and processes for Expected Credit Loss (ECL) and Risk Weighted Assets (RWA) Collaborate with other quantitative analysts, and colleagues in Credit Risk Control, Finance and IT Document functional and non-functional model requirements in a clear way Evaluate data, processes, and functional requirements to pinpoint opportunities for innovation and automation. Design, implement, and manage models for ECL and RWA. | Show more Quant Analyst - ECL/CECL Provisioning |
