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Quantitative Risk Specialist (Risk Methodology)
location iconLocations: Kraków
level iconLevel: specialist

Quantitative Risk Specialist (Risk Methodology)



Group Functions

Job Reference #




Job Type

Full Time

Your role

Are you an innovative thinker and interested in risk topics? Does quantitative modelling excite you?
Do you know how to work well within a team to develop and deliver high quality solutions?

We are looking for a Quantitative Risk Specialist to:

• Use techniques from quantitative risk management, financial mathematics and econometrics to develop, maintain, or improve models to determine the probability of default and the loss given default for all products in our Lombard portfolio
• Conceptualize and implement statistical analyses in R, Python or SQL to assess model performance or the impact of proposed model changes
• Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises
• Bring innovation to the Risk Methodology Group in the development, refinement and maintenance of risk models

Your team

You’ll be working in the Lombard team within Credit Methodology in Krakow. Your main responsibilities will be to develop and maintain UBS’s probability of default and loss given default models covering our Lombard business. The framework captures all Lombard businesses world-wide ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within our Global Wealth Management business on both the risk and the business side to deliver state of the art methodologies and support new business initiatives.

Your expertise

• A Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
• Experience in credit risk modelling or other areas of risk methodology and/or model development preferred
• Strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
• Strong IT / programming skills. Previous experience and ability to implement models and analyses in a programming language (e.g., R, Python, SQL) is essential and experience with handling large datasets is a plus
• Interest in placing model development activities within the bigger picture of the organisation
• Ability to influence and convince key stakeholders within the model development process

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

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, 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.


  • iconAnalytics & Reporting
  • iconEnglish
  • iconKraków, małopolskie

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