FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2007-07-05

In order to work on a project for credit risk exposure modelling/Basel II, the Bank invites a highly motivated student to take up the following challenge:

Internship in Credit & Country Risk Controlling

Credit & Country Risk Controlling is a Corporate Center department in Zurich. By partnering with the UBS Business Groups, Corporate Center ensures that the firm operates as an effective and integrated whole with a common vision and set of values. Credit & Country Risk Controlling sets the group-wide credit risk standards for UBS, verifies and approves all credit risk models developed and maintained in UBS. We also structure and monitor the Basel II certification process for the regulatory "Internal Rating Based Approach" and lead a dialogue with the Swiss banking regulator and the external auditor about Basel II.

Your profile:

  • Knowledge of IR and FX models together with an understanding of bond pricing and credit spread analysis
  • Sound knowledge of Economics, Econometrics or Finance, with a background in Statistics, time series and forecasting
  • Statistical programming experiences with packages such as Matlab
  • Good command of English – both verbally and in writing; some basic knowledge in German would be beneficial
  • Strong analytical skills
  • Team player with good interpersonal skills

Duration: 4 - 6 months
Starting date: As soon as possible

Interested? We're looking forward to receiving your complete application with all necessary documents via e-mail under enrico.piotto@UBS.com.

UBS AG - Credit & Country Risk Controlling
Enrico Piotto

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