Are you interested in risk management? Do you want to become a firmwide risk models developer or deepen your expertise? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for you to:
- support the development and maintenance of methodologies for stress testing for UBS Group and its legal entities around the globe
- answer methodological related questions raised by Senior Management and internal/external regulators across the world
- analyze diverse portfolio data and risks under a macro-economic stress testing approach
- You’ll be working in the Stress Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ stress testing framework for assessing the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy.
- The framework captures different risk types across all businesses firm-wide.
- We are a group of quants that develop and maintain a suite of scenario-aligned stress risk models, and support diverse additional risk modelling activities.
- proven knowledge of statistical and econometric methods and their applications
- familiarity with regulatory guidance related to Pillar 2 models
- you are fluent in English, both spoken and written;
- a good understanding of different banking business activities with knowledge of financial products, services, and
- corresponding risks and accounting standards
- you are motivated, self-directed and creative
Qualification & Experience:
- you are a strong communicator, from making presentations to writing technical documents in a clear and structured way, explaining technical concepts in simple & understandable terms;
- experience in R programming language
- you are adaptable, able to work across teams, functions, and cultures
- a Master’s (or PhD) degree in a quantitative discipline (e.g. Econometrics, Statistics, Mathematics, Financial Engineering,
- Economics, Finance, etc.);
Vacancy Type: Full Time
Job Functions: Research
Job Location: Poznań, Posen, Poland
Application Deadline: N/A