UBS Financial Services PPNR Modeler in New York, New York
United States - New York
Job Reference #:
Are you great at aiding in design, building, implementing, and supporting quantitative models? Do find interest in forecasting key Pre-provision Net Revenue components for internal forecasting, capital stress testing and CCAR exercises? If so then you we are looking for you to:
• conduct econometric and statistical analysis of times series
• design quantitative models to forecast revenue for various businesses under different macroeconomic scenarios
• maintain a clear documentation trail of approach and process
• make sure consistency across models employed for forecasting and stress testing
• improve model intelligence by liaising with internal and external resources
The Enhanced Prudential Standards program is charged with the responsibility to implement changes in the US organization to ensure compliance with the Federal Reserve requirements for the US operations of Foreign Banking organizations (the "FBO Enhanced Prudential Standards"). This includes designing and implementing processes and tools to enable the UBS's US intermediate holding company to comply with the Comprehensive Capital Analyses and Review requirements ("CCAR").
The PPNR Modeling Analyst will aid in the design, enhancement, and implementation of financial risk, valuation and forecast models, tools, and analytics.
• bachelor's degree in relevant subject area
• computer proficiency required in Excel, R, SAS; experience with Bloomberg, KMV is helpful; will learn numerous applications specific to the department
• effective writing and oral presentation skills
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 more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, 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.