Quantitative Model Risk Analyst
Job Reference #
We are looking for a quantitative model risk analyst to:
• develop quantitative methodologies for the calibration of complex financial valuation models, for the purpose of performing the independent price verification of equities, commodities and FX derivatives
• review front-office models marking methodology and independently challenge the proposed approaches, through quantitative research activity on alternative methodologies and market data sources
• implement the calibration methodologies and benchmark/testing analysis in Python, the coding language of choice in the team, to achieve high degree of automation and operational effectiveness
• produce high standard documentation of the development and review activities
You'll be working in the MRMC Methodology team in Krakow focusing in equities, FX and commodities derivative. The team is part of the wider global team, with offices located in Shanghai, Hong Kong and London.
• knowledge of fundamentals of financial mathematics and stochastic calculus
• some working experience in a similar quantitative role or a degree in mathematical finance / financial engineering
• strong coding skills - Python is the preferred language but prior experience is not required
• master’s degree or equivalent with a focus in maths, physics, or engineering
• excellent written and interpersonal communication skills
• attention to details and inquisitive mindset
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?
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.
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."