Thursday , May 6 2021

UBS Careers 2021 – Stress Testing Model Developer

Website UBS

Job Description:

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:

Job Responsibilities:

  • 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

Job Requirements:

  • 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.);

Job Details:

Company: UBS

Vacancy Type:  Full Time

Job Functions: Research

Job Location: Poznań, Posen, Poland

Application Deadline: N/A

Apply Here