Trwa ładowanie. Prosimy o chwilę cierpliwości.
UBS
Data aktualizacji: 2021-10-27
Kraków, małopolskie
Bankowość, Analiza
Data aktualizacji: 2021-10-27 Aplikuj
REKRUTACJA ZDALNA
Quantitative Risk Specialist (Risk Methodology)

Quantitative Risk Specialist (Risk Methodology)

Poland

Risk

Group Functions

Job Reference #

232789BR

City

Kraków

Job Type

Full Time

 

Your role

Does quantitative modelling excite you? Are you an innovative thinker and interested in risk topics?
Do you know how to work well within a team to develop and deliver high quality solutions?
 

We are looking for a Quantitative Risk Specialist to:

• Develop methodologies to determine lending values for all products in our Lombard portfolio for UBS Group
• Use techniques from quantitative risk management, financial mathematics and econometrics to develop and change existing lending value risk models.
• Bring innovation to the Risk Methodology Group in the development, refinement and implementation of risk models
• Implement prototype models in R, Python, C++ or SAS, before being embedded into the productive risk infrastructure
• Collaborate with risk officers, business managers, Risk IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises

 

Your team

You’ll be working in the Lombard team within Credit Methodology in Kraków, Poland. Your main responsibilities will be to develop and maintain UBS’s lending value models covering our Lombard business. The framework captures all Lombard businesses world-wide ranging from retail clients to complex structured lending solutions for UHNW clients. You will be working with key stakeholders within our Global Wealth Management business on both the risk and the business side to deliver state of the art methodologies and support new business initiatives.

 

Your expertise

• A Master's or PhD degree in an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
• At least 1-2 years' of experience in credit risk modelling or other areas of risk methodology and/or model development
• Sound knowledge of statistical and econometric methods and their application
• Strong IT / programming skills. Previous experience and ability to implement models in a programming language (e.g., R, Python, C++) is essential and experience with handling large datasets is a plus
• Strong analytical, conceptual and organizational skills with the ability to work under tight deadlines
• Interest in placing model development activities within the bigger picture of the organisation
• Ability to influence and convince key stakeholders within the model development process

 

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."