Quantitative Risk Analyst
Job Reference #
Does complex financial modelling excite you? Are you an innovative thinker? We’re looking for someone who can:
• Independently review FX derivatives trading models
• Work in a C++/Python library and develop benchmark valuation models
• Review complex FX derivative transactions and model reserve methodologies
• Provide expertise on model suitability, calibration, performance and accuracy of risk sensitivities and valuation
• Work closely with front office quants, traders and risk control functions
Based in Krakow, you’ll be working as a member of the global Model Risk Management and Control (MRMC) team aligned to FX model validation. The main objective of the team is the validation of FX derivatives trading models used in investment bank.
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.
• Ideally 2 years working experience in a similar quantitative role (fresh PhD graduates from a quantitative discipline will be considered)
• MSc or PhD in a quantitative discipline (mathematics, statistics, physics or quantitative finance)
• Proficiency using C++/Python and preferably experience in implementing derivative models using Monte Carlo and/or Partial Differential Equation techniques
• Good written and verbal communication skills
• Methodical with strong attention to detail
• Able to apply technical understanding to practical problems
• Willing to collaborate and share knowledge with your team
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?
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.