Your role
As a Junior Quant within Risk Methodology you develop, refine, and maintain risk models applied across different divisions (Retail&Corporates, Wealth Management, Investment Banking). This includes statistical and stress models to measure all material risks UBS is exposed to as well as methodologies to aggregate different risks. Risk Methodology is also responsible for developing and maintaining all valuation tools for real estate collateral as well as other models supporting business and underwriting processes.
The role is located in the UBS office in Zabierzow (Krakow Business Park)
Responsibilities:
- Developing and implementing new models for the measurement of various risk types (Credit, Market, Operational, Funding, etc.)
- Performing regular re-calibration and validation of existing models
- Preparing impact analysis for various regulators globally
- Contributing to strategic transformation projects in Group Risk Methodology
- Preparing ad-hoc analysis and presenting findings to senior management
Requirements:
- Degree in a quantitative field like Mathematics, Physics, Statistics,Econometrics, financial engineering or similar
- Excellent written and spoken English
- Excellent knowledge of MS Office
- Sound programming skills in one of the following languages: VBA, R, MatLab, SAS, C++ / C#, Java or similar
- General understanding and interest in (macro-) economic mechanisms and their influence on financial markets
- Good conceptual and analytical abilities
- Excellent written and interpersonal communication skills, in particular the ability to explain technical topics to a non-technical audience
What we offer
UBS offers talented individuals around the world a challenging, diverse and supportive working environment in which passion, commitment and hard work are valued and rewarded.
Take the next step
Fitting in at UBS means being passionate and motivated about what you do. If you like collaborating, are used to challenging others and being challenged in return, then you have the right attitude to thrive in our environment. Want to become part of our team? 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.