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location iconLocations: Kraków
level iconLevel: specialist
Senior Quantitative Risk Modeller

Senior Quantitative Risk Modeller


Quantitative Analysis, Risk

Corporate Center

Job Reference #




Job Type

Full Time

Your role

Are you adept at risk matters and familiar with quantitative modelling? Are you interested in Statistical Risk Modeling? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for you to:
– develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspective
– answer methodological questions raised by regulators
– analyze diverse portfolio data and risks under various simulated scenarios and build models which are able to predict a statistical risk distribution.
– interact on a regular basis with Senior Management on enquiries related to UBS' statistical risk aggregation framework.

Your team

You’ll be working in the Credit & Market Statistical Risk Aggregation Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ market and credit portfolio model for assessing the impact of simulated risk scenarios on the firm’s profitability and capital adequacy. The framework captures the entire lifecycle of the models, from business knowledge to data gathering and from modeling to risk analysis for portfolio and businesses that are spread around the world.

Your expertise

– a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
– at least 3 to 5 years' experience in quantitative modelling with proven knowledge of statistical and econometric methods and their applications. Experience in credit economic capital modeling or other areas of risk methodology preferred.
– familiarity with regulatory guidance related to Pillar 2 credit models and ICAAP processes as well as accounting standards is a plus
– good knowledge across a large variety of credit products offered in IB (e.g. traded products) and WM (e.g. mortgages and loan products);
– CFA is a plus
– experience in handling large datasets and knowledge about databases such as Oracle (Hadoop is a plus)
– organizational skills with the ability to work under pressure within tight deadlines
– ability to respond quickly to ad-hoc management requests
– an expert usage of the R and SQL
– fluency in English, additional languages are welcome


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.

Senior Quantitative Risk Modeller | 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.

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  • iconKraków, małopolskie

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