Cross Model Validator – MRMC US

Poland

Risk

Group Functions

Job Reference #

225778BR

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:
• support senior management to review and challenge model validation consistency across different model types,
• understand regulations and governance framework and helps the team to ensure that they are followed,
• follow changes and regulatory discussions, analyze them in the light of model risk management and validations, and translate into proposals of changes to the validation scope,
• propose new validation approaches, and challenger models,
• support the team with the best validation practices,
• helps to automate processes and efficiency,
• works on ad-hoc projects related to model validation , like Libor transition.

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

You will be a member of the Model Risk and Management US (MRMC US) team. MRMC US team is responsible for independent validation and model governance for models used by the divisions and businesses in the combined US operations (CUSO). MRMC US is comprised of five teams, four focusing on validation of different model types, and one dedicated for governance

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
• Have development and/or validation experience across different model types
• Demonstrate 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, LaTeX
• Proficiency with MS Office (Word, Excel, PowerPoint)
• Familiarity with a number of regulations (for example: Basel, CECL, IFRS9, CCAR) is a plus
• Fluent in English, oral and written
• A team player with strong interpersonal skills
• Motivated, well organized, and able to complete tasks independently to high quality standards

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.