Algo Model Validation Quantitative Internship — UBS

Full description

Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? For our global model validation and governance team we’re looking for an Intern who can:

• – assess a model's conceptual soundness and methodology
• – check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
• – review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
• – assess model risk, including model robustness analysis and identification of limitations
• – document the analysis, findings and conclusion in a validation report
• – interact with stakeholders (e.g. model developer/owner, model governance committees, and senior management).