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location iconLocations: Kraków
level iconLevel: specialist
Senior Quantitative Risk Specialist

Senior Quantitative Risk Specialist


Quantitative Analysis, Risk

Corporate Center

Job Reference #




Job Type

Full Time

Your role

Are you adept at risk matters and familiar with quantitative 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.

Your team

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 all 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.

Your expertise

– a Master's or PhD degree in a quantitative discipline
– a good understanding of different banking business activities with knowledge of corresponding products, services, and corresponding risks
– an understanding in (macro-)economic mechanisms and their influence on financial markets and specific risk factors
– 3 to 5 years' experience in risk modelling with proven knowledge of statistical and econometric methods and their applications
– familiarity with regulatory guidance related to Pillar 2 models and ICAAP processes, as well as accounting standards is a plus
– strong analytical, conceptual and organizational skills with the ability to work to under pressure within tight deadlines
– ability to respond quickly to ad-hoc management requests
– a great communicator (and you know how to handle challenging situations)
– team-orientation, while able to complete tasks independently
– an expert user of R programming language
– fluent in English, additional languages are welcome


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

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. 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.

Senior Quantitative Risk Specialist | UBS - Experienced professionals - job boards

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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