UBS Financial Services Quantitative Risk Analyst Credit & MBS in Stamford, Connecticut

Quantitative Risk Analyst Credit & MBS

United States - Connecticut


Corporate Center

Job Reference #:




Job Type:

Full Time

Your role:

Does complex modelling excite you? Are you an innovative thinker who enjoys applying your skills to a wide range of model types and risks? We’re looking for someone like that to:

  • independently review credit and MBS pricing models that support UBS trading businesses

  • contribute to development of benchmark models in C++ and Python

  • work closely with front office quants, business, and market risk officers

  • participate in key strategic and cross-functional projects

Your team:

The Model Risk Management & Control (MRMC) function is a part of Group CRO organization with primary responsibility for the UBS Model Risk Control framework. This includes model validation, model control, and governance activities.

You’ll be working in the Model Validation team focusing on Credit trading and CVA models. The team has a broad mandate covering valuation models for credit derivatives and traded MBS, as well as CVA and counterparty credit risk.

Your expertise:

You have:

– masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)

– ability to analyze complex problems and critically assess financial models

– hands-on experience with C++ and Python

– several years working experience in a similar quantitative role preferred

– collaborative and team-oriented, with strong written and interpersonal communication skills

About us:

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?

Join 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.