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Your role Your role Does quantitative modeling excite you? Are you an innovative thinker? We're looking for someone like you to:
bring innovation to the Risk Methodology Group in the development, refinement and implementation of quantitative risk models.
develop statistical and stress testing models for credit risk.
research and document best practices when working on a new model, including understanding of regulatory requirements.
collaborate with risk officers, business managers, change team to establish the processes supporting the good execution of the models.
support regulatory exercises.
Your team You will be working in the Risk Methodology team in Krakow. We are responsible for the development and maintenance of all firm-wide credit risk models, such as models for assessing default probabilities (PDs), loss given defaults (LGDs), Exposure at Default (EaD) and associated credit portfolio models.
Your experience and skills You have:
a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics).
sound knowledge of statistical and econometric methods and their application.
excellent coding skills, preferably in R.
prior work experience in risk, finance or treasury environment requiring strong data analysis skills is beneficial.
familiar with credit risk modeling.
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.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
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.
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 more than 50 countries. Do you want to be one of us?