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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
Senior Risk Model Developer

Senior Risk Model Developer

Poland

Risk

Group Functions

Job Reference #

234635BR

City

Kraków

Job Type

Full Time

Your role

Are you an expert in building complex models? Are you interested in risk management and scenario-based stress testing? Do you enjoy working within a team of highly skilled experts to develop and deliver solutions? Then we are looking for you to:

– create, develop and maintain models for stress testing purposes
– bring new quantitative modeling ideas to our team to push ahead a key project within the bank
– use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
– present methodologies and results to senior stakeholders within the bank
– implement models in R and produce clear documentation for regulators

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

You’ll be working in the Firmwide Stress Methodology team as a senior risk model developer. We are a global team located in Poland, Switzerland, US, and Germany. Our role is to develop and maintain models that are used for internal and regulatory stress testing exercises. The results of our models are used to assess the impact of macro-economic and market-shock scenarios on the firm’s profitability and capital adequacy. Our deliveries are key to regulators across the globe, used for accounting standards, and internal capital assessments. The framework captures all risk types across all businesses world-wide.

Your expertise

– a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance, …)
– at least 2-3 years of hands-on experience in building models from scratch (e.g., time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, parametric/non-parametric models, …)
– sound knowledge of statistical and econometric methods and their application
– programming knowledge. Experience in writing code in a statistical or high-level programming language (e.g. R, Python, …) is essential
– solid understanding and interest in (macro-) economic mechanisms and their influence on financial markets
– strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
– 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

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.

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."

Details

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  • iconKraków, małopolskie

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