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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
Stress Testing and Risk Modeling Specialist

Stress Testing and Risk Modeling Specialist

Poland

Risk

Corporate Center

Job Reference #

199541BR

City

Kraków

Job Type

Full Time

Your role

Do you have experience in derivatives and asset pricing or you have relevant academic background in this area? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working with data and develop your own codes?

We’re looking for someone like that to:
- support the development and the maintenance of models used for risk management and stress testing of derivative products in the context of Counterparty Credit Risk
- assume responsibilities for data documentation, implementation testing and documenting credit risk exposure models
- help develop prototype codes that will be used in productive systems
- interact with risk expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
- support key regulatory projects with impact on the Risk organization of the bank as required

Your team

You’ll be working in the Exposure Risk Measurement team within the Credit Risk Methodology department in Krakow.

We develop and maintain the credit exposure measurement capabilities of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.

Your expertise

- Prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes) is a plus
- MS or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
- Sound knowledge of statistical and econometric methods and their application
- Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- A sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
- Good IT skills (R, SAS or SQL) or the ability to pick up these fast by demonstrating advanced knowledge in programming languages like C++, Python, Matlab
- Experience working with large data sets is beneficial
- Good communication skills
- Fluent in English, both in oral and written form

*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.

Stress Testing and Risk Modeling 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."

This job is no longer available

Recruitment process for this position has ended.

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