Treasury Modelling Analyst
Job Reference #
Do you enjoy solving problems and have you always been interested in banking and financial markets? Are you interested in working with stakeholders across the globe who continuously need to drive for innovation in these fast changing times? Do you appreciate being able to work flexibly and are you ready for the challenge of working in agile ways?
Join us in leading the way for our next generation of Liquidity and Funding models at UBS by:
• Collaborating with our partners in the business divisions in procuring, analyzing and understanding structured data to build new empirical models and refine our existing model assumptions
• Help lead the development and implementation of new model approaches & calibrations utilizing traditional as well as advanced data analytics techniques
• Maintaining our models across their lifecycles
• Advising our IT-delivery teams on integrating new models and calibrations into production as well as supporting and designing controls to help monitor our model performance
You’ll be working in our Liquidity and Funding Modelling team based in Krakow. We’re responsible for the design and development of UBS’ regulatory and internal liquidity and funding risk models. We’re passionate about technology and continuously looking to drive change.
Our models are used to determine the funding and liquidity needs for UBS Group, its regions and key entities globally, and even drive the economics and product design of our business divisions. This set of global stakeholders offer the perfect platform for any individual to gain a broad view of our diverse organization.
• basic knowledge of financial markets and banking
• strong communication skills and the ability to explain technical/quantitative topics clearly and simply
• analytical skills, with an interest to solve for practical problems
• experience in treasury related projects or functions as well as a degree in, mathematics, statistics, empirical economics, quantitative finance, natural sciences or a related quantitative discipline are a plus
• proficient in basic MS Office applications (Word, Excel) and traditional database accesses (e.g. SQL for Oracle)
• basic understanding in one or more programming syntaxes such as Python (PySpark), R or Scala
• 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.