Trwa ładowanie. Prosimy o chwilę cierpliwości.
UBS
Data aktualizacji: 2021-06-09
Kraków, małopolskie
Bankowość, Analiza
Data aktualizacji: 2021-06-09 Aplikuj
REKRUTACJA ZDALNA
Quantitative Risk Specialist (Expected Credit Loss)

Quantitative Risk Specialist (Expected Credit Loss)

Poland

Risk

Group Functions

Job Reference #

223801BR

City

Kraków

Job Type

Full Time

 

Your role

Are you experienced in risk models, in particular in the area of Credit Risk or you have relevant academic background in this area? Are you an innovative thinker that likes challenge and is able to deliver against tight timelines? Do you enjoy working with data and develop your own codes?
 

We're looking for someone like you to:

• Assume responsibilities for the analysis and oversight of credit risks from Expected Credit Risk (ECL) for UBS Group across all divisions
• Investigate drivers of ECL changes across various businesses and legal entities arising from methodology, business or scenario changes (esp. assessment of Probability of Default/Loss Given Default/Exposure at Default changes)
• Provide end-to-end analytics along the whole calculation process and help developing and executing a multi-layered control framework
• Monitor data flows, detect patterns, and substantiate both modular model outputs and aggregated reported numbers
• Support our team fulfilling the mandate to act as a central instance between quantitative modellers, Risk Control, IT departments, and Finance

 

Your team

You’ll be working within the Credit Risk Methodology teams in Krakow, which are part of group-wide UBS Risk Methodology. Our role is to develop and maintain all firm-wide credit risk models.

 

Your expertise

• A university degree a in a quantitative field (such as Financial Mathematics, Statistics or Econometrics) or in Economics, Business Administration or Finance
• A sound practical understanding of macro- and microeconomic relationships as well as financial markets and banking products
• A minimum of 2 years of prior work experience in a credit risk environment with experience in regulatory practice
• Knowledge of high-level programming languages, and experience with statistical modelling software (e.g., SAS, R, MatLab)
• Ability to work with large data sets and experience with relational databases (good command of SQL)
• Prior experience with monitoring data flows and calculation processes would be beneficial, ideally in an environment with sophisticated system interactions
• Excellent communication skills with colleagues at all levels in the organization
• Pro-active in taking new initiatives and carrying them through completion
• Fluent in English, both in oral and written form

 

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.

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."