Your role
Are you adept at risk matters? Are you interested in Stress Testing? Do you know how to work well within a team to develop and deliver solutions? Then we are looking for you to:
- develop methodologies for stress testing for UBS Group and different legal entities around the globe
- be a contact point to regulators across the world for methodological stress testing related questions
- analyze diverse portfolio data and risks under a macro-economic stress testing approach and build stress testing models which are sensitive to macro-economic risk factors.
- support the development of stress testing scenarios and business engagement
- interact on a regular basis with Senior Management on the progress of the stress testing framework.
Your team
You’ll be working in the Stress Methodology team in Zabierzów (Kraków Business Park). Our role is to develop, maintain, and apply UBS’s stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category stress models and support diverse other stress-related activities.
Your experience and skills
You have:
- a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
- some experience in Stress Testing or other areas of risk methodology preferred
- general understanding and interest in (macro-)economic mechanisms and their influence on financial markets and specific risk factors
- sound knowledge of statistical and econometric methods and their application
- strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
- experience with handling large datasets is a plus
You are:
- able to respond quickly to ad-hoc management requests
- a great communicator (and you know how to handle challenging situations)
- team-orientated, while able to complete tasks independently
- proficient in use of statistical software (e.g. R, Matlab, SAS, Stata,…)
- fluent in English, additional languages are welcome
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 talented people around the world a supportive, stimulating and diverse working environment. We’ll 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.