Quantitative Risk Specialist
Job Reference #
Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics?
Are you an engaged and motivated personality who likes to understand the big picture?
We’re looking for a quantitative risk specialist to:
• Develop and implement quantitative methodologies for probability of default (PD) and loss-given-default (LGD) modelling of our firm-wide credit risk portfolios
• Support and ensure compliance with ongoing regulatory initiatives
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing risk models
• Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• Collaborate with risk officers, business managers, Risk IT, Change Operations and other various stakeholders supporting the proper implementation and execution of risk models
You’ll be working in the Credit Risk Methodology PD & LGD team based in Krakow, Poland. We are responsible for providing state-of-the-art valuation models to measure credit risk for UBS Global Wealth Management portfolios.
Your main responsibilities will be to develop and maintain our firm-wide valuation models and ensure compliance to the most recent regulatory initiatives.
• A Master's or PhD degree in a quantitative discipline
• Prior work experience in risk model development or validation
• Strong understanding of statistical and econometric methods and their application
• Solid understanding of financial markets and investment products
• Solid programming skills (e.g. Python, SAS, R, SQL)
• Exceptional problem-solving skills and strong attention to detail
• Strong analytical, conceptual and organizational skills
• Capable of explaining technical topics in a clear way
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.
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."