Market Risk Data Analyst
Job Reference #
Do financial markets excite you? Do you have a passion for data? We are looking for someone like that who can:
• improve, streamline and automate the sourcing, management and maintenance of market data in the market data platform,
• manage, run and further improve the periodic re-calibration process of the Value-at-Risk model,
• develop and write requirements and design specifications for process, workflow and user-interface changes in the market data platform, and participate in the implementation and testing,
• monitor and review data quality and develop strategies for data quality assurance,
• contribute to analyses/responses demanded by internal and external parties (e.g. regulators, audit).
The position offers the opportunity to contribute to global initiatives within UBS, interact with colleagues across functions and locations, and gain a good understanding of the firm's Value-at-Risk model, financial products in a global bank portfolio, as well as the regulatory requirements in the market risk area.
You will be working as a Market Data Analyst in the Market Risk Methodology team in Zabierzów (Kraków Business Park). The team is responsible for developing and maintaining the Group-wide Value-at-Risk model. Within the team you will be responsible for managing and maintaining large volumes of market data used in the firm's global Value-at-Risk model for the ongoing improvement of the IT platform in which the data resides.
You will contribute to the success of a small and dynamic team of specialized professionals with a global presence. We will offer you an environment geared towards individual and team performance, and an open collaborative culture that values the contribution of every individual.
• Master's degree in a quantitative discipline or Economics/Finance
• Good numerical and statistical skills
• Strong programming skills in the statistical software R
• Knowledge of database design and Oracle SQL
• Competency in working with large data sets, statistical analysis, regression models
• Basic knowledge of financial markets
• Ability to write technical documentation
• Strong analytical skills and conceptual thinking
• Knowledge of LaTeX document creation is a plus
• Very diligent, detail-oriented and accurate
• Highly self-motivated, proactive and collaborative
• Fluent in English (oral and written)
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.