Quantitative Risk Modeler/Analyst – HYBRID

UBS
  • Cracow
  • Post Date: January 9, 2025
    • 38931
  • Applications 0
  • Views 0
Job Overview

logoJob Reference #
290385BR

Job Type
Full Time

Your role
Are you adept at risk matters? Are you interested in working in a team of quants? Do you know how to work well within a team to develop and deliver solutions? If so, UBS is looking for a motivated self-starter to:

develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspectiveanalyze diverse portfolio data and risks, and build statistical models gain thorough understanding of systems and processes involved in building, delivering, and managing statistical models and be able to deliver changes. communicate to build relationships and liaise with key stakeholders across different teams to ensure smooth delivery of implementation.construct and analyze statistical loss distributions of underlying macro-financial risk driversdiscuss model requirements and assumptions with stakeholders within the Bank proactively understand changes at the organizational level in terms of IT architecture and business processes, and communicate how this will impact the environment in which models operate.

Your team
You’ll be working in the Statistical Risk Aggregation Methodology team in the area of Market and Investment Risk. Our role is to develop, maintain, and apply UBS’ statistical risk aggregation framework to assess the impact of simulated stress scenarios on the firm’s profitability and capital adequacy, implement ad-hoc analysis required by different stakeholders, work jointly with IT to implement model updates in the IT infrastructure, conduct annual confirmations and review controls to ensure that the our models are still good for purpose.

Your expertise
You have:

a Master’s degree in a quantitative discipline (e.g. Economics, Econometrics, Finance, Financial Engineering, Mathematics, Physics, Statistics, Applied Social Science)sound knowledge of statistical and econometric methods and their application.general understanding and interest in banking and financial marketexperience in quantitative (risk) modelling is a pluswillingness to participate in project development/project managementorganizational skills with the ability to deliver results within tight deadlines

You are:

an excellent communicator, with strong interpersonal skillsa flexible, resilient team player with a positive attitudeadaptable, able to work across teams and functionsstrong analytical, problem-solving, and synthesizing skills (you know how to figure things out)an expert user of R and/or Python, knowledge of functional programming and object-oriented programming is preferred

About Us
UBS is the world’s largest and the 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..

We have a presence in all major financial centers in more than 50 countries.

How We Hire

We may request you to complete one or more assessments during the application process. Learn more

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.

Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through Poland-Whistleblowing@ubs.com

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