Your role
Does developing and maintaining quantitative models excite you? Are you an innovative thinker, interested in risk topics, and an analytical and structured individual? Do you enjoy understanding algorithms and their background as well as developing, testing and adapting models?
During your internship you will have the opportunity to:
• Design, build and test ML/AI- and rule-based models for non-financial risk area,
• Apply quantitative methods to tune and optimize models in line with regulatory guidance,
• Develop and maintain robust data pipelines,
• Analyze transactional data across banking services (correspondent, investment, traditional banking, etc.),
• Ensure compliance with UBS model development standards - maintain the model documentation and draft memos or issue closure packs,
• Contribute to the end-to-end model lifecycle (development, validation, ongoing monitoring, tuning).
Your team
You'll be joining the Client Due Diligence team as part of GCRG Methodologies and Models, the model and innovation hub for UBS’s management of anti-money laundering and financial crime. You'll play an important role in ensuring our models comply with our global model risk governance framework and driving pro-actively the continuous improvement of the models.
Your expertise
• Undergraduate or post-graduate in fields: data science, mathematics/statistics, computer science, economics or similar,
• Comfortable with programming in Python for data science and modelling (Pandas, NumPy, Matplotlib, Scikit, etc.), experience with Object-Oriented Programming (OOP) will be considered as an advantage,
• Comfortable with SQL data querying (with (Py)Spark considered as a plus),
• Experience with code version control (Git) will be considered a plus,
• Excellent analytical and problem solving skills,
• Strong communication, writing & presentation skills,
• Fluent in English.