Associate Director, ALM Modeling Specialist

Your role

Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?

We're looking for a Associate Director, ALM Modeling Specialist to:

• Model economic variables such as interest rates and the characteristics of Wealth Management Client's loans and deposits based on time series analysis.
• Calibrate and improve complex US mortgage models with prepayment features.
• Maintain/test models and document them in a clear and structured manner.
• Creatively leverage data and use scientific techniques to solve behavioral modeling problems.
• Actively support the interaction and mutual dialogue with the business as well as support functions such as risk and finance.

Qualified Applicants apply through [email protected]. Please reference 001376. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?

Disclaimer / Policy Statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

Your team

Diversity helps us grow, together. That's why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

You'll be working in the Group Functions team in Nashville, TN.

Your expertise

Education & Experience Requirement
• This position requires a Master's degree or foreign equivalent in a Mathematical Finance, Financial Engineering, Mathematics, Economics, Quantitative Finance or a related field of study plus one (1) year of experience in the job offered, or one (1) year of experience as a Quantitative Financial Analyst or a related occupation.

Position requires knowledge of the following:
• Advanced Financial Engineering including interest rate modeling, statistics, and quantitative finance
• Mortgage modeling with QRM and third-party vendor models
• Financial markets
• Interest rates or fixed income business
• Applying techniques from numerical analysis, statistics, and financial mathematics to drive business ideas;
• Python
• VBA
• SQL; and
• Microsoft Office Suite.
• Experience may be gained through graduate-level coursework, research, or teaching experience.
• Can work remotely.

*LI-DNI

About us

UBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.