Stefan Wirth
Executive Director - Head of ALM Modeling and Strategy US, Group Treasury at UBS | New York, New York, United States
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Stefan Wirth currently serves as the Executive Director and Head of ALM Modeling and Strategy for the US Group Treasury at UBS, where he plays a pivotal role in shaping the bank's asset and liability management (ALM) strategies. With a proven track record in quantitative finance, Stefan leads a talented team dedicated to developing cutting-edge quantitative models that effectively manage interest rate risk in the banking book (IRRBB) for a substantial balance sheet exceeding $300 billion. His expertise in fixed income portfolio construction and optimization is instrumental in driving profitability and enhancing the bank's financial stability.
In his current role, Stefan is responsible for deriving innovative strategies that not only bolster the bank's profit and loss (P&L) generation but also manage critical metrics such as Net Interest Income at Risk (NII@Risk) and Economic Value of Equity (EVE) and Economic Value Sensitivity (EVS). His proficiency in quantitative analytics, risk management, and data analysis enables him to navigate complex financial landscapes and deliver high-quality solutions tailored to the bank's objectives.
Stefan's ability to engage with diverse stakeholders across various cultural contexts enhances his effectiveness in fostering collaboration and driving strategic initiatives. His technical skills in programming languages such as Python, MATLAB, SQL, and Visual Basic for Applications (VBA) further empower his team to leverage data-driven insights in their modeling efforts. As a leader, Stefan is committed to cultivating a culture of innovation and excellence, ensuring that UBS remains at the forefront of effective treasury management and ALM practices in an ever-evolving financial environment.
Executive Director - Head of ALM Modeling and Strategy US, Group Treasury at UBS in November 2016 to Present
Director - Quantitative Models and Methodologies Specialist, Group Treasury at UBS in June 2011 to November 2016
Scientific Researcher at ZHAW Institut für Risk & Insurance in September 2008 to June 2011
Futures and FX Broker at Refco in September 2002 to September 2005
Middle Office Specialist at Zürcher Kantonalbank in August 1998 to September 2002
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ALM
Quantitative Analytics
Quantitative Finance
Risk Management
Data Analysis
Analytical Skills
Research
Python (Programming Language)
MATLAB
C++
SQL
Visual Basic for Applications (VBA)
EViews
Team Management
Quantitative Risk Analysis
Quantitative Models
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Discover more about UBSWhat is Stefan Wirth email address?
Email Stefan Wirth at [email protected]. This email is the most updated Stefan Wirth email found in 2026.
How to contact Stefan Wirth?
To contact Stefan Wirth send an email to [email protected]. (updated on November 04, 2024)
What company does Stefan Wirth work for?
Stefan Wirth works for UBS
What is Stefan Wirth's role at UBS?
Stefan Wirth is Executive Director - Head of ALM Modeling and Strategy US, Group Treasury
What is Stefan Wirth's Phone Number?
Stefan Wirth's phone (212) ***-*359
What industry does Stefan Wirth work in?
Stefan Wirth works in the Financial Services industry.
Stefan Wirth Email Addresses
Stefan Wirth Phone Numbers
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