Quantitative Credit Risk Modeller
Quantitative Analysis, Risk
Job Reference #
Are you adept at credit risk matters and familiar with quantitative modelling? Do you have knowledge of IFRS9? Do you know how to work well within a team to develop and deliver solutions?
We’re looking for a quantitative credit risk modeller to:
• develop and maintain models for measuring IFRS9 ECL as well as for stress testing (incl. regulatory stress exercises)
• bring innovation to the Risk Methodology Group in the development, refinement and implementation of credit risk models
• communicate technically detailed information simply and clearly so that stakeholders understand the impact
• cope in fast-developing environment owing to the regulatory pressure of Basel 3/CRD IV, accounting pressures of IFRS 9 and CECL
• support regulatory exercises
You’ll be working in the ECL & Credit Stress
Methodology team, which is part of Risk Methodology, based in Zabierzów (Kraków Business Park). Our role is to develop and maintain all firm-wide Pillar 2 credit risk models as well as IFRS9 and play a vital role in ensuring our models are fit for purpose from a regulatory perspective. As a Credit Risk Quantitative Modeller, you'll be delivering best-in-class model support.
• a Master's or PhD degree in a quantitative discipline (statistics and regression analysis as mandatory part of the degree studies)
• demonstrable experience of coding (e.g. SAS, R, Python)
• experience in a quantitative risk role
• familiarity with the IFRS9 standard is a plus
• exceptional problem-solving skills and strong attention to detail
• ability to motivate and organize yourself and complete tasks independently to high quality standards and in time– fluent in English
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?
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.
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."