Model Validation - Risk Modelling & Analytics Specialist Job in Ubs
Model Validation - Risk Modelling & Analytics Specialist
- Mumbai, Maharashtra
- Not Disclosed
- Full-time
Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out independent validation of models used in the UBS asset management area, by
assessing the model's conceptual soundness and methodology
checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
reviewing outcome, impact, performing benchmark and robustness analyses
identifying model limitations and evaluating overall model risk
documenting the assessment to required standards
interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
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