Quant Developer - Treasury Risk Control

Poland, Switzerland - Zürich

Risk

Group Functions

Job Reference #

241969BR

City

Kraków, Opfikon

Job Type

Full Time

Your role

Would you like to join our journey to develop a state-of-the-art big data solution for earnings modelling, forecasting and optimization? We’re looking for someone who can:

• develop on top of distributed processing engines for analytics over large data sets
• design and create processes, queries, and user-defined functions using big data tools and technologies
• understand, review or create code from scratch in at least one high-level API provided by Apache Spark
• collaborate with additional developers and stakeholders to develop tools and models
• work to tight timelines and produce weekly deliveries
• understand basic financial and accounting terminology

Your team

You will be working in the Treasury Risk Control – Balance Sheet Analytics team in Opfikon, Switzerland (Zürich area) or Krakow, Poland.
Our role is to measure and assess the interest rate risk from an earnings and economic value perspectives, prepare risk reports, and participate in all relevant collection exercises from regulators. You will be joining a dynamic and diverse team – with as many different nationalities as there are members. You will also interact and work in close collaboration with colleagues in other departments and locations.

Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

Your expertise

• an advanced degree in computer science, quantitative finance or another quantitative discipline
• ability to work with a large amount of data
• good understanding of data science libraries and techniques
• proficient using Python. Scala and Java are considered a plus
• excellent communication skills and ability to break down complex technical topics
• team player in an international team with can-do attitude
• previous experience in building data intensive analytic applications on top of Apache Spark considered a big plus
• C++, CUDA and RAPIDS accelerator for Apache Spark considered a plus
• experience with interest rate risk and liquidity management considered a plus

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?

Contact Details

UBS Business Solutions AG

UBS Recruiting

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.