Trwa ładowanie. Prosimy o chwilę cierpliwości.
UBS
Data aktualizacji: 2022-09-22
Kraków, małopolskie
Bankowość, Analiza
angielski
Data aktualizacji: 2022-09-22 Aplikuj
REKRUTACJA ZDALNA
Risk Modeling & Analytics Specialist

Risk Modeling & Analytics Specialist

Poland

Risk

Group Functions

Job Reference #

260607BR

City

Kraków

Job Type

Full Time

Your role

Does complex modelling excite you? Are you an innovative thinker who enjoys applying your skills to a wide range of model types and risks? We’re looking for someone like that to:

- independently review XVA and counterparty risk models that support UBS trading businesses
- contribute to development of benchmark models in C++ and Python
- work closely with front office quants, business, and credit risk officers
- participate in key strategic and cross-functional projects

Your team

The Model Risk Management & Control (MRMC) function is a part of Group CRO organization. We have responsibility for the Model Risk Control framework, which includes model validation, model control, and governance activities.

You’ll be working in the Model Validation team focusing on XVA models. The team has a broad mandate covering CVA, counterparty credit and treasury risk. We are a diverse and global team: you will be working on projects with colleagues across Europe and APAC and the US.

Your expertise

– masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)
– ability to analyze complex problems and critically assess financial models
– hands-on experience with C++ and Python
– some experience in a similar quantitative role preferred
– collaborative and team-oriented, with strong written and interpersonal communication skills

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."