at UBS
Bulge Bracket Investment BanksPosted 10 days ago
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**Investment Banking Associate - Natural Resources** doubles as a quantitative risk model validator, driving independent assessments aligned with regulatory and internal policies. Key responsibilities include collaborating cross-functionally, defining validation scope, leading standards development, evaluating model risk, promoting consistency, mentoring junior validators, and driving internal projects. Proficiency in quantitative risk modelling, model robustness analysis, and stakeholder engagement is essential, along with a challenging mindset and innovative analytical thinking. Demonstrate 3-5 years of relevant experience to excel in this role.
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Full Job Description
| Do you have a challenging mindset? Are you an innovative analytical thinker who likes to question the status quo? Are you interested in quantitative risk modelling? Are you wondering where the limitations of a model are? We are looking for someone to: supervise and conducting independent validations of credit risk models in line with current regulatory and internal policy frameworks: Collaborate with model developers and engage stakeholders across the organization. Define validation scope based on model use case, complexity, and materiality. Lead the development and maintenance of validation standards and stay abreast of regulatory and market developments. Evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment. Promote consistency in validation practices Guide and mentor junior validators. Drive internal initiatives | Show more Credit Risk Senior Model Validation Quantitative Analyst |
