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UBS
UBS
location iconLocations: Wrocław, Kraków
level iconLevel: specialist

Quantitative Analyst, Haircut Engine Models

Poland

Risk

Group Functions

Job Reference #

268878BR

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 expert of the market, client needs and best practice application of trading, investment, and risk processes?

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 are looking for a Quantitative Analyst to:
•develop methodologies to determine lending values for all products in our Lombard portfolio for UBS Group
•use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing lending value risk models.
•bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
•implement prototype models in R, Python, C++ or SQL, before being embedded into the productive risk infrastructure
•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

Your team

You’ll be working in the Credit Risk Models Stream within Securities Backed Lending (SBL) & Other Traded Products Models Crew in Kraków or Wrocław, Poland. Your will be working on Lombard methodologies for 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.

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

•a Master's degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
•ideally 1-2 years professional experience in the finance sector, especially credit risk modelling or other areas of risk methodology and/or model development
•sound knowledge of statistical and econometric methods and their application
•proficient in R, Python, C++, SQL
•capable of documenting model development in a clear and structured way
•analytical, conceptual and organizational skills with the ability to work under tight deadlines

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
  • iconWrocław, Kraków, dolnośląskie, małopolskie

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