Liquidity and Funding Modelling Specialist
Finance, Financial Advisors
Job Reference #
Does modelling excite you? Are you an innovative thinker who likes to enhance models supporting the efficient management of available liquidity and funding resources?Do you enjoy working on quantitative questions complementing data-driven analysis with required business knowledge and level of pragmatism? For the Liquidity and Funding Modelling team we’re looking for someone like that who can:
– analyze and understand internal and regulatory liquidity and funding models/measures (including underlying drivers, corresponding business rationale and materiality for the overall measure)
– develop and maintain an approach conceptually and empirically to approximate internal and regulatory liquidity and funding models/measures based on simplified approaches (e.g. a minimum set of required model attributes) which can be used for forecasting purposes
– perform testing to find the right balance between simplification and accuracy, also using analytical tools and databases
– produce model documentation in line with required standard
– interact and discuss with stakeholders (e.g. Group Treasury functions) on approaches, assumptions and results
You’ll be working in the Liquidity and Funding Modelling team in Krakow, collaborating closely with the Modelling team in Zurich. We are responsible for the implementation, design and development of regulatory and internal liquidity and funding risk models used within UBS and its entities, as well as their maintenance and continuous improvement. Our sub-team is focusing on forecasting tools for liquidity and funding measures which support the efficient management of available resources. Among others, it collaborates with the IT department, business experts and other treasury teams.
– a university degree in financial mathematics, statistics, econometrics, economics or a related discipline
– knowledge in liquidity and funding risk related matters (e.g. internal approaches and regulatory metrics), financial markets and business lines of a bank
– ideally some experience in the modelling area, in particular liquidity and funding risk modelling
– strong analytical skills, with the ability to apply quantitative techniques to solve practical problems
– very good communication skills and the ability to explain technical topics clearly and intuitively
– experience in a quantitative field and/or in treasury in the financial services industry is a plus
– proficient in MS applications (e.g. Word, Excel, Access) and familiar with running and refining database queries SQL for Oracle DB
– familiarity with statistical modelling software (e.g. R) or a coding language (e.g. Python) is a plus
– able to work under time pressure and to manage priorities
– team-orientated and open to an international work environment, while able to complete tasks independently
– fluent in English
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
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.
Liquidity and Funding Modelling Specialist | UBS
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."