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For your reference, we have included the original job posting below.
Quantitative Credit Risk Analyst
Job Number:
38751923
Company Name:
UBS Financial Services
Job Location:
Stamford, CT US
Job Category:
Accounting & Finance
Quantitative Credit Risk Analyst
>
Title Quantitative Credit Risk Analyst Job Reference # 79523BR Location United States - Connecticut City Stamford Function Category Risk Control Business Divisions Corporate Center Job Type Full Time Description UBS Services LLC seeks Associate Directors, Quantitative Credit Risk Analysts in Stamford, CT to interact with various parties for ad hoc and project-based credit risk analytics support, including ad hoc non-production counterparty credit risk exposure calculation and further production integration, CVA / credit exposure methodology review and certification, credit stress methodology review and development, and credit portfolio risk management modeling. Perform quantitative development of methodologies and modularized programs to qualitative and conceptual analysis with practical balance between theoretical soundness, capacity and urgency, and reality impact and materiality. Requirements PhD or foreign equivalent in Engineering, Physics, Mathematics, Finance, or any related fields and one (1) year of experience in the job offered or related quantitative credit risk analyst occupation. Experience must include performing quantitative analysis of counterparty credit risk, specifically cross product modeling; working with pricing models such as Libor market model and market risk methodology; prototyping ad hoc modularized development.
QUALIFIED APPLICANTS: Qualified Applicants apply through SH-. Please reference JH08092011EW. NO CALLS PLEASE. EOE/M/F/D/V Our Offering UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual. Take the next step Ready to take the next step? Apply now at We look forward to hearing from you. Disclaimer / Policy Statements UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.
