Quant Analyst - ECL/CECL Provisioning

Your role

At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable and ultimately more innovative.
We're looking for a Quant Analyst to:
• Develop, implement, and control models and processes for Expected Credit Loss (ECL) and Risk Weighted Assets (RWA)
• Collaborate with other quantitative analysts, and colleagues in Credit Risk Control, Finance and IT
• Document functional and non-functional model requirements in a clear way
• Evaluate data, processes, and functional requirements to pinpoint opportunities for innovation and automation.
• Design, implement, and manage models for ECL and RWA.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Your team

You will be working in the ECL/CECL Provisioning team within the Corporate Credit Risk Models in Mumbai, which is part of the group-wide Quantitative Risk Methodology departement. The team is focused on delivering best-in-class analysis on ECL and RWA.

Your expertise

• experience, ideally in a similar role within the banking sector.
• coding proficiency in Python (or R) and SQL is essential. Experience with React and AI/ML is a benefit
• Problem-solving abilities and keen attention to detail.
• Self-driven, capable of working autonomously, with clear, concise communication skills and effective teamwork capabilities
•you’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

About us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.