UBSRisk Modelling & Analytics Specialist
Mar. 2024 - Sep. 2024Wroclaw Metropolitan Area- Research, develop and optimize the monitoring and backtesting methodology for IRB models - Support the IT implementation and maintenance of our methodology - Understand and improve the underlying measurement concepts for defaults, economic losses and exposures at default - Streamline data handling, drive automation and ensure traceability of results - Prepare high quality model performance monitoring reports, statistical analyses and portfolio overviews for regulators, senior management and risk committees - Liaise internally with various stakeholders such as risk managers, model validation, audit and IT