Maria
Maria
from Ukraine
See my story
Gonçalo
Gonçalo
from Portugal
See my story
Alejandra
Alejandra
from Colombia
See my story
Pier
Pier
from Italy
See my story
Sandra
Sandra
from Mexico
See my story
Frederik
Frederik
from Denmark
See my story
beign your career journey with accenture

UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
Quantitative Risk Analyst (XVA)

Quantitative Risk Analyst (XVA)

Poland

Quantitative Analysis, Risk

Corporate Center

Job Reference #

197604BR

City

Kraków

Job Type

Full Time

Your role

Does complex modelling excite you? Are you an innovative thinker who enjoys applying your skills to a wide range of model types and risks? We’re looking for someone like that to:

- independently review XVA pricing and risk models across UBS trading businesses
- contribute to development of benchmark models in C++ / python
- work closely with front office quants, business, market and credit risk officers
- participate in key strategic and regulatory projects

Your team

The Model Risk Management & Control (MRMC) function is a part of Group CRO organization with primary responsibility for the UBS Model Risk Governance framework. This includes model validation, control, and governance activities.

You’ll be working in the Model Validation team focusing on Credit Trading and Portfolio Valuation (XVA) models, used across the trading businesses within UBS. The team is split between Krakow and London with a broad mandate covering valuation models across all asset classes, as well as counterparty credit risk and capital modelling.

Your expertise

– masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)
– ability to analyse complex problems and critically assess financial models
– hands-on experience with C++ and Python
– several years working experience in a similar quantitative role preferred
– collaborative and team-oriented, with strong written and interpersonal communication skills

*LI-UBS

About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Disclaimer / Policy Statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

Quantitative Risk Analyst (XVA) | UBS

Please submit your application in English

You are kindly requested to include the following clause in your application: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."

This job is no longer available

Recruitment process for this position has ended.

Jobs that may interest you:

Software Engineer
locationKraków
2020-05-22
Senior Data Scientist (Evidence Lab)
locationKraków
2020-05-28
Finance Analyst
locationKraków
2020-05-25

Details

  • icon
  • iconKraków, małopolskie

Company profile

  • About us
  • Job offers (119)

Do you want to be always up to date?

Create job alert and start getting similar offers directly to your mailbox!