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

Quantitative Analyst, Credit Risk Models

Poland

Risk

Group Functions

Job Reference #

266272BR

City

Kraków, Wroclaw

Job Type

Full Time

Your role

Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solve quantitative problems?

At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We’re looking for a Quantitative Analyst to:
•develop and maintain models and methodologies used for risk management and stress testing of Securities Backed Lending (SBL) and Other Traded Products of UBS
•develop and maintain prototype and implementation codes in Python and/or R
•act as a key contributor to the team who collaborates with various stakeholders, gather requirements, and helps to determine solutions to the business problems
•analyze the data to ensure that requirements are aligned with defined objectives to maximize the potential value of the delivered solutions

Your team

You’ll be working in the Securities Backed Lending (SBL) & Other Traded Products Models crew within the Credit Risk Methodology department in Poland.

We develop, refine, implement and maintain mathematical, statistical and stress testing models to measure credit risk of the UBS Wealth Management portfolios for regulatory and business steering purposes. We interact with a number of departments across the bank including Front Office, Finance, IT, Credit Risk Control. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R and/or Python.

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

•Master's or PhD degree in a quantitative discipline (e.g. Financial Engineering, Economics, Finance, Econometrics, Mathematics, Statistics)
•sound knowledge of statistical and econometric methods and their application
•ideally 2/3 years of work experience within the finance sector, utilizing statistical and econometric methods
•proficient in Python and R; knowledge of SAS is a plus
•fluency in English – both written and spoken (ability to read, write, speak in a clear and concise manner)
•self-driven, organized and detail-oriented with a solid understanding of banking industry
•good communication and teamwork skills

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
  • iconWrocław, Kraków, dolnośląskie, małopolskie

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