Quantitative Risk Specialist (Financial Crime)

  • UBS Business Solutions AG
  • Zürich, Switzerland
  • 10/02/2020
Full time Data Science Machine Learning Artificial Intelligence Statistics Software Engineering

Job Description

Quantitative Risk Specialist (Financial Crime)

Compliance, Quantitative Analysis, Risk

Corporate Center

Job Reference # 205124BR

City: Zürich

Job Type: Full Time

Your role:

Do you want to want to contribute to project of firm-wide significance? We're looking for someone who is ready to support the bank-wide UBS AML data analytics program with particular focus on the following tasks:
• Act as a Subject-Matter Expert for the bank-wide AML Client Risk Rating Model within the central Financial Crime Prevention unit
• Support managing instances of the global AML Client Risk Rating (CRR) model
• Analyse Model Performance and develop Challenger Models
• Review model parameters and thresholds on a regular basis for appropriateness
• Support internal model validation assessments
• Participate in global Steering Committee which supervises CRR
• Own Product Risk assessment process and methodology
• Run a change management process / change board that ensures transparency on and appropriate prioritization of change requests
• Engage with a global community of stakeholders in Financial Crime and Business units

Your team :

You will be working in the Risk Assessments and Analytics team within global Financial Crime function. We work as a gatekeeper in preventing money laundering, terrorism financing, sanctions and corruption risks for the bank. Our role is to perform group level risk assessments, evaluate money laundering risks linked to countries, and carry out systematic data analytics exercises on a client level.

Your expertise :

• a Master degree (MS or MA) in mathematics, statistics, physics, engineering or statistics
• at least 5years experience in a quantitative data driven role
• Fluent in R, Python, SQL other programming languages an advantage
• experience in Financial Crime risk management, audit or compliance
• a sound understanding of Due Diligence processes, risk factors, and relevant regulatory requirements
• knowledge of model risk and model validation
• good record keeping and report drafting skills
• ability to lead people/projects or initiatives

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.