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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
Quantitative Risk Specialist

Quantitative Risk Specialist

Poland

Risk

Group Functions

Job Reference #

240608BR

City

Kraków

Job Type

Full Time

Your role

Are you interested in quantitative risk modelling and knowledgeable of statistical, mathematical or econometrical models used in the financial industry? Do you have experience in mathematical finance or you have relevant academic background in this area? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solve quantitative problems?

We’re looking for a quantitative risk specialist to:

• Support the development and the maintenance of models used for risk management and stress testing of derivative products
• Assume responsibilities for data documentation and implementation testing
• Help develop prototype codes that will be used in productive systems
• Communicate technical information to Senior Management, Client Advisors, Risk Officers and Subject Matter Experts.

Your team

You will be working in Credit Risk Methodology in Krakow which is part of the group-wide Risk Methodology department. We develop, refine, implement and maintain mathematical, statistical and stress testing models to measure credit risk of the UBS Wealth Management portfolios for regulatory and business steering purposes. For the development of our methodologies we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R and / or Python, before being embedded in the productive risk infrastructure on the Cloud.

Your expertise

• Prior working experience in the financial services industry, including exposure to bonds or equities is a plus
• Master's or PhD degree in a quantitative discipline (e.g. Financial Engineering, Economics, Finance, Econometrics, Mathematics, Statistics)
• Sound knowledge of statistical and econometric methods and their application
• Understanding of asset pricing across major asset classes is a plus
• Coding skills with statistical modelling software (R or Python) is a minimum
• 2-3 years of work experience in credit risk (Pillar II and / or Pillar I)
• Experience with large data sets / big data is beneficial
• Good communication skills
• Fluent in English, both verbal and written form

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.

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

  • iconAnalytics & Reporting
  • iconEnglish
  • iconKraków, małopolskie

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