Your role
Are you an expert in counterparty risk management? Are you an innovative thinker who likes to challenge the status quo?
We’re looking for someone like that to:
- develop and maintain credit risk exposure models used for risk management, setting capital requirements, stress testing and expected loss calculations
- analyze and document model performance and confirmation tests
- make sure regulatory requirements and requests are dealt with in a disciplined, timely and efficient manner
- stay up on regulatory requirements and trends
- check that material issues are escalated to the relevant control functions and that reputation concerns are escalated to senior management
Your team
You’ll be working in the Exposure Risk Measurement team within the Risk Methodology department in Zabierzów (Krakow Business Park).
We develop and maintain the credit exposure measurement capabilities for the Investment Banking division within the UBS Group.
You will have the opportunity to coordinate and become the main global contact for the improvement of methodologies, processes and parameterization of our credit exposure measures for the banking and trading book (covering credit facilities, derivatives and securities financing transactions). As a client of the Front Office exposure calculation engines, you will be also responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly. Last but not least, as owners of the risk exposure models, we also need to ensure the calculations meet the required regulatory standards.
Your experience and skills
You have:
- a university degree (Msc or PhD) in finance, mathematics, science or numerical discipline
- prior working experience (3+ years) in the financial services industry, preferably in counterparty risk management
- strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- working experience with high-level programming language, and knowledge of statistical modelling software (e.g. Rstudio, SAS, SQL)
You are:
- pro-active in taking new initiatives and carrying them through completions a great communicator (and you know how to handle challenging situations)
- team-orientated, while able to complete tasks independently
- able to explain technical topics clearly and intuitively to a non-technical audience
- fluent in English, both in oral and written form
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.