full-time
Senior Quant Model Developer - Specialized Lending
UBS
- Employer
- UBS
- Location
- Mumbai City, Maharashtra, India
- Working pattern
- on-site
About the role
Develop and maintain Pillar 1 IRB Credit Risk models, including conceptual development, data analysis, and prototype coding. Collaborate with stakeholders and quantitative analysts to ensure correct model implementation and regulatory compliance. Requires a Master's or PhD in a quantitative field and ideally 8+ years of quantitative modelling experience in finance. Proficiency in SQL, R/Python, and knowledge of the Basel regulatory framework are essential.