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location iconLocations: Kraków
level iconLevel: specialist
Quantitative Risk Specialist – Monitoring and Real Estate Valuation

Quantitative Risk Specialist – Monitoring and Real Estate Valuation



Corporate Center

Job Reference #




Job Type

Full Time

Your role

Do you have experience in credit risk modelling and analytics? Do you enjoy diving into large data sets and using statistical programs to produce valuable insights for quantitative models? Are you an innovative person and a constructive challenger, motivated to contribute to highly specialized solutions?

We’re looking for someone like you to:
• analyse credit data and credit portfolio specifics
• assess and define model specifications
• perform impact and sensitivity analyses
• discuss business requirements, modelling options and impacts with stakeholders
• prepare model documentations and perform model performance and confirmation testing
• support model implementation and changes to productive models

Your team

You will be working within Credit Risk Methodology in the Monitoring and Real Estate Valuation team in Kraków. We develop, refine and maintain risk-based monitoring models used to identify credit positions with deteriorating risk profiles in our retail credit books as well as models to estimate the value of real estate securing the mortgage business. We initially develop our models as prototype versions by applying quantitative and statistical approaches, primarily in SAS or R. On project base, we also support the subsequent implementation of the models into the productive IT environment. To effectively design performant solutions we have to develop a deep understanding of the portfolio specifics, products and respective markets and actively collaborate with different areas in the bank including departments in Risk Control, Front Office and IT.

Your expertise

• Master's degree or equivalent education in a quantitative field (e.g. data science, statistics or other discipline with quantitative background) as well as relevant work experience
• Strong analytical and conceptual skills combined with good statistical understanding
• Experience in programming and the use of statistical software (e.g. SAS, R)
• Practical application of statistical procedures, in particular machine learning, is a plus
• Having worked with large data sets and relational databases using SQL querying is a plus
• Understanding of financial markets and products, know-how of real estate markets and valuation methods is a plus
• Good communication skills and the ability to translate complex and technical problems into a clear and intuitive language
• Open, collaborative and pro-active personality who is able to work and plan independently
• Able to deliver high quality results against tight deadlines in a fast paced and interdisciplinary environment
• Fluent in English, German is a plus

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.

Quantitative Risk Specialist – Monitoring and Real Estate Valuation | 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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