Senior Quantitative Risk Specialist - Valuation and Trading Models

Poland

Risk

Corporate Center

Job Reference #

208686BR

City

Kraków

Job Type

Full Time

Your role :
Would you like to work in dynamic environment where your opinion and expertise is heard? Do you have analytical mind? We are looking for someone like that to:
• Review and assess the appropriateness of derivatives pricing models and valuation methodologies (the role covers a range of different models and products)
• Review, develop and execute parameter estimation and calibration routines, and provide technical assistance to other teams in valuation areas
• Support the development of the valuations library.

Your team

You will be working in the Krakow Valuation Models (VM) team in the MRMC - Valuation and Trading Models group. Our main responsibilities are governance and control of Independent Price Verification (IPV) Methodologies, Model and Product Combinations, Fair Valuation Adjustments, Prudential Valuation Methodologies, Complex Transactions and Totem Submission Methodologies. Our team interacts on a daily basis with other teams within MRMC and Risk, Front Office (FO) trading desks, FO Quantitative Analytics team, Finance group (IPV and Finance Control). The position is within the Valuation Models team in Krakow. We have a global coverage and are based in a number of locations: London, Zurich, Krakow (Green Office) and Shanghai.

Your expertise :
• Master or PhD degree in a quantitative discipline (e.g. Quantitative Finance, Mathematics, Physics, Engineering)
• Strong interest in quantitative finance and derivatives pricing.
• A good balance between theoretical knowledge and a practical approach
• Skills in Excel and preferably good programming skills in Python or C++
• An excellent communicator with the ability to write technical documents
• Knowledge of FX derivative products and models would be an advantage.

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.

Contact Details

UBS Recruiting Poland

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.