Quantitative Analyst
Poland
Risk
Corporate Center
Job Reference #
202844BR
City
Kraków
Job Type
Full Time
Your role
Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out independent validation of models supporting the wealth management business, by
– assessing the model's conceptual soundness and methodology
– checking appropriateness of input data, model assumptions and parameters, calibration accuracy as well as of qualitative or expert adjustments, etc.
– reviewing outcome, impact, performing benchmark and robustness analyses
– identifying model limitations and evaluating overall model risk
– documenting the assessment to required standards
– interacting and collaborating with stakeholders: model developers, users, model governance representatives in order to safeguard the quality of our model risk management framework
Your team
You’ll be working in the Model Risk Management & Control team responsible for the independent validation of client portfolio models used within UBS, in particular by the Global Wealth Management division. The team's mandate comprises a wide range of portfolio valuation, risk estimation and optimization models, both in-house as well as externally developed.
Your expertise
You have:
– a MSc degree in quantitative finance, mathematics, physics, statistics, econometrics or numerical discipline, PhD is a plus
– knowledge of financial markets and products, strong interest in the financial services industry, preferably in risk management
– solid coding skills in R, Python, Matlab or similar
– excellent analytical skills
– curiosity and a thirst for innovation
You are:
– able to explain technical concepts in simple, intuitive terms to facilitate collaboration
– willing to create your own brand in the group and companywide
– co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards
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.