Treasury Modelling Specialist
Job Reference #
Does quantitative modelling excite you and you are a people person? Do you enjoy analyzing various risks within capital and liquidity management, treasury, finance and related areas? Do you like working together with key stakeholders to find do-able solutions? Do you like to have exposure to innovation process in a leading financial company? For the Recovery and Resolution Modelling team we’re looking for someone who can:
• analyze and understand the impact of potential stress scenarios on the firm’s balance sheet and its capital and funding status
• develop and implement balance sheet forecasts and ad-hoc calculations to estimate key financial ratios under very extreme stress scenarios; analyze and identify data sources to support modelling/parameter choices empirically
• interact and discuss with stakeholders across the institution and build strong networks and connections across all levels
• use several analytical tools and databases supporting the modelling
You’ll be working in the Recovery and Resolution Modelling team within Group Treasury in Krakow. We are responsible for the implementation, design and development of liquidity & funding risk models simulating recovery and resolution scenarios as well as their maintenance and continuous improvement. These models are used to determine the funding needs for UBS Group, regions and key entities globally in a recovery or resolution situation. Our team collaborates with the Group Recovery and Resolution Planning team, reporting team, functional (business) experts and the treasury teams in the regions.
• a university degree in economics, finance, mathematics, statistics, natural sciences, or a related quantitative discipline
• strong analytical and conceptual skills, with the ability to apply quantitative techniques to solve practical problems and build up ad-hoc calculation modules
• knowledge in accounting or financial engineering
• strong communication skills and the ability to explain technical topics clearly and intuitively
• experience in treasury in the financial services industry is a plus
• proficient in MS applications (e.g. Word, Excel, Access), familiar with database tools would be a plus (e.g. SQL)
• able to work under time pressure and to manage the priorities in a complex project setup
• team-orientated, while able to complete tasks independently
• strong in building networks and connections across all levels
• fluent in English
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?
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.