Trwa ładowanie. Prosimy o chwilę cierpliwości.
Data aktualizacji: 2022-11-24
Kraków, małopolskie
Bankowość, Analiza
Data aktualizacji: 2022-11-24 Aplikuj
Firmwide Stress Methodology Specialist

Firmwide Stress Methodology Specialist



Group Functions

Job Reference #




Job Type

Full Time

Your role

Are you adept at risk matters and familiar with quantitative modelling? Are you interested in Stress Testing? Do you enjoy working in a highly specialized team to develop and deliver solutions?
Then we are looking for you to:

– create, develop, and maintain stress testing models for UBS Group and its local legal entities, and in particular, risk models related to treasury risks such as funding, funding valuation adjustment, and structural foreign exchange risks,
– use techniques from quantitative risk management, financial mathematics, or econometrics to build stress testing models which are sensitive to systematic, idiosyncratic, as well as climate risk factors,
– implement and test models in R or other programming languages and produce clear documentation,
– bring new quantitative modeling ideas to our team to push ahead key projects within UBS,
– interact and discuss with key stakeholders (senior model owner, business representatives, model validation teams, IT and model governance bodies)

Your team

You’ll be working in the Firm-wide Stress Methodology Agile Chapter in Krakow. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures firm-wide risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned stress risk models and support diverse additional stress-related regulatory activities including climate risk.

Your expertise

You have:
– a master’s or PhD degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance),
– at least 3 years of experience in risk modelling with proven knowledge of statistical and econometric methods and their applications,
– good understanding of financial markets and products, the banking business, and treasury activities at a global bank, incl. knowledge of financial and regulatory accounting,
– strong analytical, conceptual, and organizational skills with the ability to work under tight deadlines
– very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

You are:
– experienced in creating your own models and proficient in programming with statistical software
– a great communicator and you know how to handle challenging situations
– team-orientated, while able to complete tasks independently to high quality standards
– fluent in English

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?

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."

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