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UBS
UBS
location iconLocations: Kraków
level iconLevel: specialist
time iconWorking hours: Full time

Europe SE Model Validation Quantitative Analyst

Poland

Risk

Group Functions

Job Reference #

261973BR

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? Are you wondering where the limitations of a model are?

We are looking for someone to:
o check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments, etc.
o assess model risk, including model robustness analysis, identification of limitations, reliability of input
o review and get comfortable with model validation work performed by other MRMC teams in terms of required standards (such as conceptual soundness, appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments)
o work on quality assurance of model validation reports
o engage and communicate with key stakeholders across the institution and externally

Your team

The role sits in Model Risk Management and Control team (MRMC), a department responsible for the independent validation of models at UBS in line with the internal governance of models policy and regulatory requirements. You will work within the UBS ESE MRMC team.

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

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

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