Risk Methodology 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:
– support the development and maintenance of methodologies for stress testing for UBS Group and different legal entities around the globe
– answer methodological stress testing related questions raised by Senior Management and internal/external regulators across the world
– analyze diverse portfolio data and risks under a macro-economic stress testing approach
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 firm-wide. We develop and maintain a suite of scenario-aligned stress risk models, and support diverse additional stress-related risk modelling activities
– at least a Master's degree in a quantitative discipline (e.g. Econometrics, Statistics, Mathematics, Financial Engineering, Economics, Finance, etc.);
– 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
– familiarity with regulatory guidance related to Pillar 2 models
– experience in R programming language
– a strong communicator, from making presentations to writing technical documents in a clear and structured way, explaining technical concepts in simple & understandable terms;
– fluent in English, both spoken and written;
– motivated, self-directed and creative
– adaptable, able to work across teams, functions, and cultures
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.