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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
time iconWorking hours: Full time
Credit Risk Model Validation - Quantitative model risk

Credit Risk Model Validation - Quantitative model risk

Poland

Risk

Group Functions

Job Reference #

241113BR

City

Kraków

Job Type

Full Time

Your role

Are you interested in risk modelling? Are you wondering where the limitations of a model are? We are looking for someone to:

  • assess the model's conceptual soundness and methodology
  • check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
  • review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
  • evaluate the model risk, including model robustness analysis, identification of limitations, and their assessment
  • document the assessment to the required standards
  • collaborate with model developers and communicate with key stakeholders across the institution

Your team

Are you an expert in analytics? Are you an innovative thinker who likes to question the status quo?
You will be working within the Credit team of Model Risk Management & Controls (MRMC). The team is responsible for the certification and the regular confirmation of all Credit risk models at UBS. We carry out independent model assessments in line with the internal governance of models policy and regulatory requirements.

Your expertise

You have:

  • Strong quantitative and modelling skills with Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, financial mathematics, statistics, engineering, physics, mathematics) and preferably a few years of experience in risk modelling, model validation or related fields
  • Proven project management skills, taking end-to-end responsibility regarding quality and deadlines as well as timely escalating of issues
  • Showing high standards when it comes to report writing in a structured and transparent way
  • Strong communication skills and the ability to explain technical topics clearly and intuitively
  • Good computing and programming (coding) skills and experience utilizing programming languages such as R or Python
  • Familiarity with financial regulations, CCAR, CRR or IFRS9 is a plus

You are:

  • Fluent in English, spoken and written
  • A team player with strong interpersonal skills
  • Motivated, well organized and able to complete tasks independently to high quality standards

About us

UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.

With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

Join us

From gaining new experiences in different roles to acquiring fresh knowledge and skills, at UBS we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves.

Ready to be part of #teamUBS and make an impact?

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, Finance & Accounting
  • iconEnglish
  • iconKraków, małopolskie

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