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UBS
Risk Modeling and Analytics Specialist
UBS
location iconLocations: Kraków
level iconLevel: specialist
time iconWorking hours: Full time
Risk Modeling and Analytics Specialist

Risk Modeling and Analytics Specialist

Poland

Risk

Group Functions

Job Reference #

242045BR

City

Kraków

Job Type

Full Time

Your role

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? We're looking for someone like that to:
• Support the development, maintenance and refinement of all our IRB/Pillar I risk models for the real estate, corporates, and retail portfolios, in line with the regulatory and accounting requirements.
• Support the development of rating tools, probability of default, loss given default, as well as exposure at default models in line with Basel III+ regulatory requirements.
• Support key stakeholder with portfolio as well as single client analysis and presentations.
• Support and promote collaboration with parallel risk modeling teams involved in the stress/Pillar 2, CCAR and IFRS9 regulatory projects.
• Contribute to the documentation, data, and systems improvement

Your team

Within Credit Risk Methodology, which is part of Risk Methodology, we are responsible for the development and maintenance of all firm-wide credit risk models. Those include among others the Bank's models for assessing default probabilities (PDs), loss given defaults(LGDs), Exposure at Default (EaD for traded products and banking products) and associated credit portfolio models in the context of new regulatory requirements such as Basel III+, CCAR or IFRS9. It is also the team responsibility to develop and maintain all valuation tools for real estate collateral as well as any other models supporting business and underwriting processes.

Your expertise

• Master's or PhD degree in a quantitative discipline (e.g. Statistics, Econometrics, Financial Engineering, Computer Science). 1-3 years of professional experience is a plus.
• Knowledge of the Basel capital adequacy regulation, and / or of the international real estate market is a plus.
• Sound knowledge of statistical and econometric methods (knowledge in application in credit risk is a plus).
• Strong analytical, conceptual, and organizational skills.
• Very good coding skills preferably in SAS, SQL, Matlab or R.
• collaboration and team-orientation, while being able to complete tasks independently with a high quality standard.
• pro-active approach in taking new initiatives and carrying them through completion.
• English (oral and written), German is 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?

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."

This job is no longer available

Recruitment process for this position has ended.

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Details

  • iconAnalytics & Reporting, Banking
  • iconEnglish
  • iconKraków, małopolskie

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