Risk Control Specialist: Statistics Job in Ubs
Risk Control Specialist: Statistics
- Mumbai, Maharashtra
- Not Disclosed
- Full-time
Do you understand investment banking products and have a background in statistics? Have you worked on regulatory projects such as CCAR, LPA, ICAAP, etc.? Are you experienced in the methodologies related to stress testing of market risk? Were looking for someone like that to:
work with timeseries modelling
develop quantitative methodologies to stress MTMs and forecast market risk losses / RWAs over a scenario horizon
develop prototypes or automated processes for stress testing
work with independent validation team to establish approved stress testing methodologies
assist with operation of risk processes (including regulatory submissions)
collaborate closely with other teams (such as IT, Market risk control, Reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures
maintain documentation of high standards for internal and external distribution on processes and approaches
take initiative and responsibility for tasks with the team
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