Liquidity and Funding Modelling Specialist
Finance, Financial Advisors
Job Reference #
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
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.
– 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
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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.