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Your role Would you like to become 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: – document credit risk exposure models used for risk management, setting capital requirements, stress testing and expected loss calculations – develop and maintain the models – 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 to date on regulatory changes and trends in credit risk – 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 of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.
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 also be 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.
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?
Internal Number: 4833740
About UBS Poland
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