Does economics and forecasting excite you? Are you an innovative thinker? We're looking for someone like that who can: – coordinate the UBS scenario generation process, e.g.: maintain a calendar of scenario development and update work; track the status of work for the main UBS stress testing exercises; coordinate scenario impact analyses – lead the expansion of the scenario governance process, with the involvement of experts and key stakeholders in the review and challenge of the scenarios – be actively involved in the main regulatory initiatives and resulting new developments – support the development of alternative macroeconomic scenarios and the development of econometric models used in scenario generation (depending on skills)
Park). Our team is responsible for all aspects of country risk analysis. The PCR Scenario Generation team's main focus is on the development of econometric models and scenario generators for stress testing. Our team covers modelling of global macroeconomic and financial risk and the development of stress scenarios for UBS and its regional entities. The scenarios are developed using a suite of econometric models and involve input from senior management and other experts within UBS.
Stress scenarios represent an area of continuous development, as they are increasingly adopted by banks to assess the impact of external shocks on their business and by regulators to assess the resilience of the financial sector and the economy to adverse events.
Your experience and skills
You have: – degree or master in economics, finance, management or engineering – at least two years of working experience in the financial industry, economic consultancy or research – strong analytical, problem-solving and synthesizing skills (you know how to figure things out) – experience in project management and planning is a plus – experience involving quantitative economic analysis and/or quantitative finance is a plus – knowledge of statistical modeling software (R, Matlab, Eviews, Stata will be a plus) and LaTeX is a plus
You are: – team-oriented but able to complete tasks independently to a high standard – a strong communicator, able to clearly explain technical topics to non-technical audience – structured, organized, and detail-oriented – fluent in English