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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
Liquidity and Funding Modelling Specialist

Liquidity and Funding Modelling Specialist

Poland

Finance, Financial Advisors

Corporate Center

Job Reference #

200642BR

City

Kraków

Job Type

Full Time

Your role

Are you an innovative thinker who is interested in liquidity risk management and would like to contribute to the efficient Liquidity and Funding resource consumption within a globally operating bank? Do you enjoy working on quantitative questions and data driven investigations?
If so we are looking for you to support the newly set up Liquidity and Funding Modelling team in Poland where you will contribute to Group Treasury’s Liquidity and Funding modelling and management in the following ways:

– support in analyzing and understanding potentially complex businesses / trade setups and their impact on liquidity and funding
– develop new model approaches conceptually and identify/understand data sources to support modelling/parameter calibration empirically
– interact and discuss with stakeholders to support model changes from inception to implementation(Investment bank functions, Group Treasury functions, Finance functions)
– document the model in line with the required standard

Your team

You’ll be working as part of the Liquidity and Funding Modelling team in Krakow, collaborating closely with Modelling team members in Zurich. We are responsible for the design and development of regulatory and internal liquidity and funding risk models used within UBS and its entities, as well as their maintenance and continuous improvement. These models are central for Group Treasury and used to determine and manage the funding and liquidity needs for UBS Group, regions and key entities globally, and to charge liquidity and funding costs to the respective businesses. Our team collaborates with the IT department, the reporting team, functional (business) experts and the treasury teams in the regions.

Your expertise

– a university degree in economics, finance, mathematics, statistics, natural sciences, or a related quantitative discipline
– proven knowledge in financial engineering, secured funding markets and/or working experience as part of a bank’s trading business (e.g. securities financing, derivatives, etc.)
– strong analytical skills, with the ability to apply quantitative techniques to solve practical problems
– 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), and familiar with database queries SQL for Oracle
– able to work under time pressure and to manage the priorities in a complex project setup
– team-orientated and open to an international work environment, while able to complete tasks independently
– being familiar with statistical modelling software (e.g. "R") or a coding language (e.g. Python) is a plus
– fluent in English

*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.

Liquidity and Funding Modelling Specialist | 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."

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