Firmwide Risk Modeler and Tester
Job Reference #
Are you interested in risk management and scenario-based stress testing? Do you enjoy working within a team of highly skilled experts to deliver solutions?
• Implement, test, maintain and automate stress testing models (mainly in R, Python) for UBS
• Understand, maintain and support modeling for stress testing purposes
• Produce clear documentation for internal stakeholders and regulators
• Create IT solutions that can be used to analyze diverse portfolio data and risks under a macro-economic stress testing approach
You’ll be working in the Stress Methodology team in Krakow, Poland. 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.
• Master's degree in applied quantitative discipline (e.g. Financial Engineering, Quantitative Finance, Econometrics, Statistics, Software Engineering with focus on programming)
• programming knowledge. Experience in writing code in a statistical or high-level programming language is essential (mainly R and python)
• solid understanding and interest in financial and economic mechanisms and in their influence on business activities
• proven knowledge of statistical and econometric methods and their applications
• experience in managing testing efforts throughout the entire code life cycle, developing test strategies and test plans, and managing test design and execution is a plus
• detail oriented, you know how to structure and factor software, find and fix bugs
• strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
• able of making presentations, writing technical documents in a clear and structured way, explaining technical concepts in simple & understandable terms
• fluent in English, both spoken and written
• team-oriented, while able to complete tasks independently to high quality standards
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.
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.