Risk Modeling & Analytics Specialist Job in Ubs
Risk Modeling & Analytics Specialist
Ubs
4+ weeks ago
- Mumbai, Maharashtra
- Not Disclosed
- Full-time
Job Summary
Are you an innovative thinker who likes to challenge the status quo? Are you interested in risk modelling? Are you wondering where the limitations of a model are?
We are looking for a Model Validator to:
assess the conceptual soundness and methodology of
models
check appropriateness of assumptions, parameters,
model calibrations, qualitative or expert adjustments, etc.
review outcome, impact, or benchmark analyses and
develop a benchmark model (as appropriate)
assess model risk, including model robustness analysis,
identification of limitations, and their assessment
document the assessment to the required standards
collaborate with model developers and communicate
with key stakeholders across the institution
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