About this role
Finance Model Validation Quantitative Analyst - Firmwide Risk Models at UBS. Location: Mumbai, Maharashtra, India. Role: assessing models, developing benchmarks, documenting assessments Requirements: Master's/PhD in a quantitative field preferred; strong quantitative, modelling and programming skills (R or Python); knowledge of econometric models; model validation experience; project management and communication skills. Category: Data and Analytics Seniority: Mid Level Tools: R, Python, ARIMA, VAR, ECM, PCA, AI Commitment: Full Time Workplace: Onsite Languages: English