Quantitative Economist / Macroeconometrician
Job Reference #
Are you adept at risk matters? Are you interested in working in a team of quants and econometricians? Do you know how to work well within a team to develop and deliver solutions? Then we are looking for you to:
• create, develop and maintain methodologies for internal and regulatory stress scenario expansion for UBS
• use techniques from quantitative risk management, statistics, financial econometrics and macroeconometrics to develop, assess, and change models
• implement models in R/Python and produce clear and detailed documentation for regulators across the globe
• bring new quantitative modeling ideas to our team to push ahead key projects within the bank
You’ll be working in the Scenario Expansion Methodology team in Krakow with members in the US, UK, Switzerland, Poland, and India. Our role is to develop and maintain financial and macroeconometric forecast models that are used to expand stress and baseline scenarios. The results of our models are used to assess the impact of macro-economic and market-shock scenarios on the firm’s profitability and capital adequacy. Our deliveries are key to regulators across the globe, used for accounting standards, and internal capital assessments. The framework captures all risk types across all businesses world-wide.
• a Master's or PhD degree in applied quantitative discipline (e.g. Quantitative Economics, Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance)
• experience in building models from scratch (e.g., time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, parametric/non-parametric models, Bayesian models)
• sound knowledge of statistical and econometric methods and their application
• proficient in programming with statistical software (e.g. Python, R, Matlab, …), previous experience of object oriented programming is a plus - VBA or spreadsheet macros don't count
• strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
• an understanding and interest in economic mechanisms and their influence on financial markets
• great in communicating (and you know how to handle challenging situations)
• a pro-active team-player, but able to complete tasks autonomously
• fluent in English, additional languages are welcome
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.
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.
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."