Rating and LGD Modeler – Credit Risk Methodology

Poland

Risk

Group Functions

Job Reference #

224910BR

City

Kraków

Job Type

Full Time

Your role

Does quantitative modeling excite you? Are you experienced in credit risk? We're looking for someone like you to:
• develop and maintain Rating and LGD models
• collaborate with risk officers, business managers, change and IT team to establish the processes supporting the good execution of the models
• present methodologies to senior management for approval

Your team

You will be working within the Credit Risk Methodology PD, LGD & Capital IB team in Krakow, which is part of UBS group-wide Risk Methodology. As a Senior Credit Rating Modeler, you will be delivering best-in-class model development support to the IB.

Your expertise

• 2+ years of work experience in credit risk model development or validation
• a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
• sound knowledge of statistical and econometric methods and their application
• excellent coding skills, preferably in R
• exceptional problem-solving skills and strong attention to detail
• outstanding communication skills with colleagues at all levels of the organization

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.