Senior Stress Testing Risk Specialist
Quantitative Analysis, Risk
Job Reference #
Are you adept at risk matters and familiar with quantitative risk modelling? Are you interested in Stress Testing? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for you to:
– develop methodologies for stress testing for UBS Group and different legal entities around the globe
– answer methodological stress testing related questions raised by regulators across the world
– analyze diverse portfolio data and risks under a macro-economic stress testing approach and build stress testing models which are sensitive to macro-economic risk factors.
– support the development of stress testing scenarios and business engagement
– interact on a regular basis with Senior Management on enquiries related to UBS' stress testing framework.
You’ll be working in the Stress Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures different risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned stress risk models, including scenario expansion models, and support diverse additional stress-related activities.
– at least a Master's degree in a quantitative discipline
– at least 4 years of experience in risk modelling with proven knowledge of statistical and econometric methods and their applications
– a good understanding of different banking business activities with knowledge of corresponding products, services, and corresponding risks and accounting standards
– solid understanding of macro-economic mechanisms and their influence on financial markets and specific risk factors
– familiarity with regulatory guidance related to Pillar 2 models and ICAAP processes
– ability to respond quickly to ad-hoc management requests
– experience in R programming language
– strong analytical, conceptual and organizational skills
– able to work under pressure given tight deadlines
– team-oriented, while able to complete tasks independently
– fluent in English, additional languages are welcome
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?
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.