Temat tygodnia
Sprawdźcie, jak zostać królem personal brandingu. Część 2.
Trwa ładowanie. Prosimy o chwilę cierpliwości.
Data aktualizacji: 2022-06-17
Kraków, małopolskie
Bankowość, Analiza
Data aktualizacji: 2022-06-17 Aplikuj
Quantitative Risk Specialist: Market Risk

Quantitative Risk Specialist: Market Risk



Group Functions

Job Reference #




Job Type

Full Time

Your role

Do you understand investment banking products and have a background in statistics? Are you interested or experienced in market risk stress testing methodologies and do you have the expertise to code in Python? We’re looking for someone like that to:
– develop quantitative methodologies to stress MTMs and forecast market risk losses / RWAs for a stress scenario
– develop prototypes or automated processes for stress testing
– assist with the execution of risk processes (including regulatory submissions)
– collaborate closely with other teams (such as IT, market risk control, reporting, finance etc.) to ensure a timely and effective stress testing of market risk measures
– maintain documentation of high standards for internal and external distribution on processes and approaches
– take initiative and responsibility for tasks with the team

Your team

You’ll be working in the Market Risk Stress Methodology team in Krakow. We are focused on developing models on stress testing Value-at-Risk (VaR) and market risk P&L of the firm's trading portfolio. We also maintain the market risk stress infrastructure, respond to business and regulator's queries on market risk stress testing and undertake projects to ensure that we can provide the required data and analysis to the business and regulators.

Your expertise

You have:
– a university degree in financial engineering, econometrics, mathematics, statistics, or any other quantitative discipline
– knowledge of data-processing and data science, time series modelling techniques and ideally the financial markets
– coding expertise in preferably Python
– strong analytical skills and deep inclination in learning / development of additional skills

You are:
– able to respond quickly to requests from stakeholders
– a great communicator and you know how to explain complex algorithms in layman terms
– team-orientated, while able to complete tasks independently
– good at following a systematic and structured approach
– able to develop prototypes and automated processes
– confident in documenting your work to a high standard

About us

UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.

With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

How we hire

This role requires an assessment on application. Learn more about how we hire: www.ubs.com/global/en/careers/experienced-professionals.html

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

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."