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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
time iconWorking hours: Full time
Market Risk Stress Analyst

Market Risk Stress Analyst

Poland

Risk

Group Functions

Job Reference #

246347BR

City

Kraków

Job Type

Full Time

Your role

Do you have a passion for the financial markets and risk analysis?
The Stress Analytics team is part of the market risk organisation and is looking for an analyst to focus on ensuring the stress scenarios used to control the bank's risk appetite are appropriate and reflecting market dynamics, the Group's risk profile and plausible stress trigger events. In that role you will also be heavily involved in dealing with regulatory requirements given the regulators focus on stress testing. There is an expectation that more of this work will include climate related stress events and reporting of trading book positions. This relatively new territory will need to develop in terms of modelling, reporting and stress scenario sophistication.

Your responsibilities will include:

• analysis of market moves in order to calibrate stress shock proposals
• closely liaising with economists, subject matter experts in market risk control and treasury risk control and the business to ensure the stress proposals are supported as sensible
• ensuring the documentation of the analysis and governance process is of the highest standard
• understanding climate related affects on the trading books and regulatory remands in terms of stress scenarios and risk reporting
• supporting the team’s response to regulatory requirements and change
• involvement in larger infrastructure projects to enhance stress calculations and modelling

Your team

Stress Analytics sits within Market Risk Control and provides an integrated function between the portfolio risk officers and other functions such as the Risk Methodology team and the economists. You will be a part of a global team with colleagues in London, Zurich and Krakow. This team needs to ensure that the stress scenarios are appropriately designed and stand accountable to internal stakeholders as well as regulatory authorities. The stress model need to be understood and progress made on enhancing modelling techniques. Climate risk related reporting and stress scenarios will need to be devised.

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

• strong analytical thinking and a quick grasp of things
• keen interest in financial markets and products
• excellent academics with quantitative knowledge
• good interpersonal and communication skills
• ability to work independently with strong problem solving skills
• experience with financial products and stress testing are 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."

Details

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

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