Your role
Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to:
- Develop risk models for various risk types for aggregation purposes
- Code risk models
- Perform impact analysis
- Perform and document model performance and confirmation tests
Your team
You will be working in Risk Modeling Team in Zabierzów (Krakow Business Park). We develop, refine, implement, and maintain mathematical and statistical models to measure all material risks across UBS to assess our capital requirements, comprising models for individual risk types (including market, credit, issuer, investment, funding, operational, pension, business risk etc.), as well as methodologies to aggregate risks. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R, before being embedded into the productive risk infrastructure.
We are offering of part time working (50-100%) in the team.
Your experience and skills
You have:
- a Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance)
- excellent coding skills preferably in R/Matlab
- sound knowledge of statistical and econometric methods and their application
- strong analytical, conceptual and organizational skills
- experience with handling large datasets is a plus
- outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
You are:
- Experienced in risk methodology
- Fluent in English
- Experienced in writing documentation of complex statistical methodologies
- able to deliver high quality results in a fast pace environment with tight deadline
About us
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 almost 900 offices and more than 50 countries. Do you want to be one of us?
What we offer
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. 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.