Quant jobs / UBS

Quant Analyst, Corporate & Retail Credit Scenario Models

Develop credit stress-testing and provisioning models for UBS. The team covers specialised lending and commercial-property portfolios within group risk methodology.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Develop econometric stress and expected-loss models.
Implement model refinements and performance tests.
Document results and explain methods to risk stakeholders.

What they ask for

Required

Statistical and econometric methods
Credit stress or IFRS 9 modelling
Python
Careful model documentation
English communication

Preferred

R or SQL

Education: Master’s or PhD in a quantitative subject.
Experience: At least 2 years in credit-risk modelling, focused on stress or IFRS 9 models.
Languages and tools: Python
R
SQL
Markets: credit

How to prepare

Model credit losses under a macroeconomic stress scenario.
Test out-of-time stability of a provisioning model.
Document model assumptions and limitations for a review committee.

What to study

The Risk Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on UBS’s site before applying: requirements, location and pay can change after we check them.

View the posting on UBS’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with UBS and doesn’t handle applications.