Poland

Risk

Group Functions

Your role

Are you interested in risk management? Do you want to become a risk model developer or deepen your expertise? Do you enjoy working in a highly specialized, global team to develop and deliver solutions? Then we are looking for you to:

• create, develop and maintain stress testing and climate scenario analysis methodologies for risks of UBS
• use techniques from quantitative risk management, financial mathematics and econometrics to develop, assess, and change models
• implement models in R and Python and produce clear documentation for regulators
• bring new quantitative modeling ideas to our team to push ahead key projects within UBS
• interact and discuss with key stakeholders (senior model owner, business representatives, model validation teams, IT and model governance bodies)

Job Reference #

323287BR

City

Kraków

Job Type

Full Time

Your team

You’ll be working in the Quantitative Risk Modelling team in Krakow, Poland. Our role is to develop and reshape UBS's stress testing framework for assessing the impact of global macro-economic and climate risk-related scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned stress risk models and support diverse additional stress-related activities. Your focus will be on stress testing and scenario analysis models for Loan Underwriting and Valuation Adjustments.

Your expertise

• a Master's or PhD degree in a quantitative discipline (e.g., Econometrics, Statistics, Financial Engineering, Computational Science, Quantitative Finance)
• proven track record in risk modelling with expert knowledge of statistical and econometric methods
• a good understanding of financial markets and the banking business, incl. knowledge of financial accounting
• strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
• programming knowledge. Experience in writing code in a statistical or high-level programming language is essential
• very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

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.

How we hire

We may request you to complete one or more assessments during the application process. Learn more

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

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