Program presentation and study plan
Video (in French): Marie, Mathematics student
Bachelor and Master degrees in Mathematics (2010)
Quantitative Risk Analyst at UBS, New York
… when they offered me the chance to move abroad. I’ve always liked traveling and discovering new cultures: I grew up in the Italian speaking part of Switzerland, I wrote my Master’s thesis in Australia and I worked in Zurich. The day my boss asked me if I wanted to move to New York for two years, I took the opportunity.
I love challenges. When I graduated from EPFL, I had two job offers: one in the industry and the other in finance. I chose finance. It gave me the possibility to live in Zurich and to learn the third national language, and the economic crisis made this field even more challenging for me.
At UBS, I work as a quantitative risk analyst. In other words, I develop methods to analyze the risk that the bank takes when it gives credits to its customers. I define scenarios to see how the portfolio of a client changes in different situations. Since I’ve been in New York, I not only implement the methods that we develop in Switzerland, but I also explain the functionality of the models and the outputs to the people who are going to use them and analyze the data. I therefore often interact with my colleagues, our stakeholders and the IT department.
The quantitative methods I acquired during my studies are very useful! When I develop or improve models for example, I need my background in mathematics. But what is very important too, is that EPFL taught us how to work: how to think, how to structure pieces of information, how to search for the data you need.
I will decide in 2 years if I want to stay longer in the USA or not. But in any case, this experience has been absolutely unique for my career and my personal life.
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