Quantitative Analyst, Lombard Lending Values
UBS
Quantitative Analyst, Lombard Lending Models
Poland
Risk
Group Functions
Your role
Your role
Do you have a proven record of driving lasting business impact by prototyping quantitative models, developing calculation engines and business solutions? Are you an expert of industry standards in software development and process engineering?
At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.
We’re looking for a Quantitative Analyst with software development experience to:
•develop/prototype quantitative risk models for the Lombard Lending business delivered as calculation services into Front Office and Risk infrastructure covering banking book and trading book products
•implement model prototypes as well as production software applying industry standards for software development
•collaborate with other quantitative analysts to share insights and develop global analysis frameworks and work closely with cross-functional team members to improve (digital) products and journeys iteratively and continuously
•understand, represent, and advocate for client needs
Job Reference #
304025BR
City
Kraków, Wroclaw
Job Type
Full Time
Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
Your team
You’ll be working in the Lombard Lending Models Stream within Quantitative Risk Modelling Team in Poland (Kraków or Wrocław). Our systems and models are critical for internal risk measurement of the Lombard Lending business. You will join a diverse, dynamic and creative squad of quant risk modelers and quant software developers who work together towards a shared vision while ensuring personal job satisfaction and growth.
Your expertise
•experience in the quantitative modelling space or the ability to quickly learn and adapt to the demand of this function
•strong analytical skills and the ability to apply techniques from numerical analysis, statistics to solve practical problems
•strong coding skills in C/C#/C++, experience with Python or R is a plus
•capable of maintaining and writing new documentations inclusive of controls and requirements in a clear way
•disciplined and passionate about good software development practices – design patterns, automated tests, continuous integration, agile methodologies, maintainability, clean code
•experience with API design, Azure cloud or developing microservices is a plus
•self-driven, organized and detail-oriented, motivated by making impact
About us
UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..
We have a presence in all major financial centers in more than 50 countries.
Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
Contact Details
UBS Business Solutions SA
UBS Recruiting
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.
Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through Poland-Whistleblowing@ubs.com