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location iconLocations: Kraków
level iconLevel: specialist
time iconWorking hours: Full time
Quantitative Risk – Stress Testing Specialist

Quantitative Risk – Stress Testing Specialist



Group Functions

Job Reference #




Job Type

Full Time

Your role

Are you adept at risk matters and familiar with quantitative modelling? Are you interested in Stress Testing? Do you enjoy working in a highly specialized team to develop and deliver solutions?
Then we are looking for you to:

– develop methodologies for stress testing for UBS Group and different legal entities around the globe,
– answer methodological stress testing-related questions raised by regulators across the world,
– implement and test models in R or other programming languages and produce clear model documentations,
– analyze diverse portfolio data and risks under a macro-economic stress testing approach and build stress testing models which are sensitive to macro-economic risk factors,
– interact and discuss with key stakeholders (senior model owner, business representatives, model validation teams, IT and model governance bodies)

Your team

You’ll be working in the Stress Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-economic scenarios
on the firm’s profitability and capital adequacy. The framework captures different risk types across all businesses firm-wide. We develop and maintain a suite of scenario-aligned stress risk models,
including scenario expansion models, and support diverse additional stress-related activities.

Your expertise

You have:
– a master’s or PhD degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance),
– at least 3 years of experience in risk modelling with proven knowledge of statistical and econometric methods and their applications
– a good understanding of different banking business activities with knowledge of corresponding products, services, and corresponding risks and accounting standards
– good understanding of macro-economic mechanisms and their influence on financial markets and specific risk factors
– familiarity with regulatory guidance related to Pillar 2 models and ICAAP processes
– experience in R or other programming languages such as Python or Matlab

You are:
– with strong analytical, conceptual and organizational skills
– able to work under pressure given tight deadlines
– team-oriented, while able to complete tasks independently
– fluent in English , both spoken and written

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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  • iconAnalytics & Reporting
  • iconEnglish
  • iconKraków, małopolskie

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