Your role
• learn how to develop qualitative and quantitative aspects of macroeconomic scenarios, and how to translate regulatory stress tests
• utilize existing methodologies for projecting macroeconomic and financial variables under baseline and stress conditions
• demonstrate soundness of scenario assumptions by means of robust research and monitoring of political, macroeconomic and market developments
• contribute ideas to and directly support the improvement of regulatory scenarios expansion methodologies
• interact with different teams across UBS for scenario analysis
Your team
You will be working in the Scenarios and Scenario Models team within the Scenarios and Scenario Models in Raleigh, which is part of the group-wide Quantitative Risk Methodology departement.
Your expertise
• you're curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment - validating outputs and aligning with policies, risk standards, and ethical use.
• master's degree in a relevant quantitative field (e.g. economics, macroeconomics, environmental economics, financial economics). Exceptional candidates without a Master's degree but with highly relevant additional work experience will also be considered
• working experience in a related role would be desirable, but not necessarily required
• experience involving economic analysis, forecasting of macroeconomic and financial variables, econometric modelling or generation of macroeconomic scenarios
• solid knowledge of macroeconomic and financial indicators
• strong analytical, problem-solving and synthesizing skills (you know how to figure things out)
You are:
• team oriented but able to complete tasks independently to a high standard
• proactive, organized, and detail-oriented
• keen interest in the interaction between macroeconomics, financial markets and current affairs, ideally with relevant previous experience
• Interested in learning about climate economics is a plus
