Internship 2018, Quantitative Risk Methodology

Switzerland, Switzerland - Zürich

Quantitative Analysis, Risk

Corporate Center

Job Reference

162205BR

City

Zürich

Type

Intern Analyst (Pipeline)

Your role

Do you have sharp analytic skills? Are you good in solving problems? We’re looking for a Quantitative Risk Intern in the Lombard Risk analytics team who assists the team to:

• contribute to the refinement and improvement of our credit risk methods and their implementation in the Lombard Business
• provide support for monitoring risk (e.g., concentration and/or liquidity), both on product and client level

Internship
Our 3-6 month internship is an ideal way to gain the work experience you’ll need to launch your career. It’s also an opportunity to work with and learn from some of our sharp people in finance.

From the start of the program, you’ll be right at the heart of the business, taking part in the day-to-day operations. You’ll not only learn about the business of finance from top to bottom, you’ll also experience our unique workplace culture.

To learn more about our Internship Programs, click here.

Your team

You’ll be working within the Credit Methodology team that is responsible for developing and maintaining Credit Risk Methodologies. Our mandate is the development and maintenance of the Bank’s models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at default (EAD for traded products and banking products) and associated credit portfolio models for both the IB and the WM&SB portfolios. In addition, we develop, validate and implement calculation models for securities lending values and derivatives margins as well as methods for risk control and monitoring in Lombard lending on both portfolio and client level, such as stress testing, expected loss calculation, and concentration and liquidity analyses. Finally, we develop and maintain the Real Estate valuation tools for both owner occupied and Income Producing real estates.

Your experience and skills

You need have completed at least four semesters of your bachelor’s degree and have not yet completed your master’s degree.

In particular, you have:

• sharp analytical skills and a fast understanding of complex processes
• a flexible, team-oriented and cooperative personality
• the ability to apply techniques from numerical analysis, statistics, and financial mathematics to solve practical problems
• practical understanding of financial markets and products
• sound experience with high-level programming language, and knowledge of statistical modeling software (e.g., SAS, R, Matlab, Mathematica)
• fluent English skills (written and oral)

Start date: March/April 2018
Duration: 6 months

But we’d like to also see evidence that you can:

• analyze a problem, take a view and come to a decision
• plan, organize and communicate well
• make things happen
• stick with a task
• work in a team
• come up with ideas

Perhaps you’ve organized a fundraising event or taken part in team sports? Or persevered and passed an exam in a subject you found challenging? Think about how things you’ve achieved match the skills we’re after.

Your colleagues

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?

What we offer

Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

Why UBS? Video

Take the next step

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. 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.