Senior Quantitative Risk Specialist (Risk Methodology)
Job Reference #
• Develop methodologies for quantitative modelling of risk measures for our Lombard portfolio for UBS Group
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models.
• Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• Implement prototype models in Python or R before being embedded into the productive risk infrastructure
• Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
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You’ll be working within the Risk Methodology - PD, LGD & Valuation Lombard team in Krakow, Poland.
Your main responsibilities will be to support and further develop UBS’ internal risk measurement models applied globally for the Lombard business. The role requires strong communication skills and collaboration with other functions and stakeholders within UBS.
• A Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
• At least 4 years' of experience in credit risk modelling or other areas of risk methodology and/or model development
• Strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
• Strong IT / programming skills. Previous experience and ability to implement models in a programming language (e.g., Python, R) is essential and experience with handling large datasets is a plus
• Good communication skills and an ability to explain complex topics in a simple manner
• Interest in placing model development activities within the bigger picture of the organisation
• Ability to influence and convince key stakeholders within the model development process
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.