Internship 2021, Quantitative Risk Analyst (Treasury Model Validation)

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Switzerland - Zürich

Risk

Group Functions

Job Reference

221965BR

City

Zürich

Type

Intern Analyst (Pipeline)

Your role

Are you interested in the financial markets and like to understand the inner working of a bank? Do you know how to work well within a team?

We’re looking for someone who is eager to learn, diligent and conscientious to assist in the independent validation of models used in the bank’s Treasury function by

• assessing the model’s implementation, developing quantitative benchmark analyses
• scrutinizing input data, model assumptions and parameters
• reviewing the calibration quality, model outcome, and model performance tests
• documenting the assessment in LaTeX for internal as well as regulatory purposes

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 in the Model Risk Management & Control team in Zürich. Our team is responsible for the independent validation of risk models used within UBS, in particular Treasury risk models covering aspects of interest rate risk in the banking book (e.g., modelling of non-maturing deposits) as well as liquidity and funding stress models.

Your expertise

You need have completed at least four semesters of your bachelor’s degree or have obtained your master’s degree within the last 6 months.

In particular, you have:

• good communication skills, comfortable interacting with colleagues at all levels
• an interest in financial markets, numbers, models and products
• solid coding skills in R, Python, Matlab or similar
• excellent analytical skills
• fluency in English, oral and written

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.

Start date: Jan 2021

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.

Internship 2021, Quantitative Risk Analyst (Treasury Model Validation)

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