Quantitative Risk Specialist – Credit Risk Model Validation

Poland

Risk

Corporate Center

Job Reference #

206324BR

City

Kraków

Job Type

Full Time

Your role

Would you like to work in dynamic environment where your opinion and expertise is heard? Do you have an analytical mind? We are looking for someone like that to:
• review and challenge models used in credit risk management
• assess the conceptual soundness and appropriateness of different models and perform related outcome, impact and benchmark analyses
• run analyses on implementations to assess their correctness and stability
• carry out and document independent model validation in line with regulatory requirements and internal standards
• interact and discuss with model users, developers, senior owners and governance bodies
• support US regulatory exercises such as CECL and CCAR/DFAST

Your team

You will be working in Model Risk Management & Control (US) function within the US Chief Risk Officer organization. Our role is to understand and assess the risks associated with the use of models at UBS. Within the immediate team, we validate US credit risk models covering UBS's Retail and Wholesale portfolios and models for RWA forecasting.

Your expertise

You have:
• Master or PhD degree in a quantitative discipline (e.g. Statistics, Mathematics, Physics, Engineering)
• A strong theoretical grounding in advanced probability, statistics, time series analysis and related concepts.
• Show high standards when it comes to report writing in a structured and transparent way.
• Strong communication skills and the ability to explain technical topics clearly and intuitively
• Experience utilizing programming languages such as R, Python, SAS, C++ and others
• Proficiency with MS Office (Word, Excel, PowerPoint)
• Familiarity with Basel Regulations, CECL, and/or CCAR is a plus
• A team player with strong interpersonal skills
• Motivated, well organized, and able to complete tasks independently to high quality standards and delivering to tight timelines
• Fluent in English, oral and written

About us

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?

Join 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.

Contact Details

UBS Recruiting Poland

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.