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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist

Quantitative Analyst

Poland

Risk

Group Functions

Job Reference #

256978BR

City

Kraków

Job Type

Full Time

Your role

Are you an expert in analytics? Are you an innovative thinker who likes to challenge the status quo? Do you know how to work well within a team and deliver effective solutions? We're looking for someone like that to carry out independent projects related to the Scenario Expansion models, by
– conducting the annual confirmation of models, including statistical testing, analysis and documentation of model performance
– contributing to the automation of model related processes, including confirmation, user requests, materiality framework and regulatory reporting
– interacting and collaborating with stakeholders: risk-factor shock users, model developers, model validators, audit and management.

Your team

You’ll be working in the Forecasting and Scenario Methodology team with members in the US, UK, Switzerland, Poland, and India. Our role is to develop and maintain models that are used to expand scenarios, with a few risk factors, into scenarios with a large universe of risk factors consistent with the scenario narrative. The results of our models are used to assess the impact of macroeconomic and market-shock scenarios on the firm’s profitability and capital adequacy. Our deliverables are key to regulators across the globe, used for accounting standards, and internal capital assessments. The framework captures all risk types across all businesses world-wide.

Your expertise

You have:

– a MSc degree in quantitative finance, mathematics, physics, statistics, econometrics, or a different numerical discipline; PhD is a plus
– knowledge of statistics and econometrics
– a strong interest in the financial services industry, preferably in risk management
– solid coding skills in R, Python, or similar
– excellent analytical skills
– curiosity and a thirst for innovation
– you are able to explain technical concepts in simple, intuitive terms to facilitate collaboration
– you are willing to create your own brand in the group and company wide
– you are co-operative and team-oriented, while being able to motivate and organize yourself and complete tasks independently to high quality standards


You are:
– experienced in developing and/or validating models
– skilled in statistics and/or econometrics
– proficient in programming with statistical software (e.g. R, Python)
– great in communicating (and you know how to handle challenging situations)
– a team-player, while able to complete tasks autonomously
– fluent in English

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."

Details

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  • iconKraków, małopolskie

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