Poland

Risk

Group Functions

Your role

Does quantitative modelling excite you? Are you experienced in credit risk?

We're looking for someone like you to:

• use techniques from quantitative risk management, financial mathematics, and econometrics to develop and maintain rating and LGD models used for Basel III Pillar 1 capital requirement and IFRS9 impairment losses
• be responsible for model maintenance and execution, ensuring alignment with stakeholders’ requirements and internal policies
• collaborate with Risk Officers, Business Managers, Risk IT and other stakeholders to support the proper implementation and execution of risk models as well as regulatory exercises
• present methodologies to management and regulators for approval
• contribute to the documentation of models, data, and system improvement

Job Reference #

328142BR

City

Kraków

Job Type

Full Time

Your team

You will be working within our Financial Institutions & Wholesale Credit Risk Models team in Poland, which is a part of UBS Quantitative Risk Modelling organization. As a Credit Risk Modeler, you will be developing and maintaining credit rating or Loss Given Default models for wholesale (Large Corporates, Financial Institutions, Investment and Hedge Funds) clients of UBS.

Your expertise

• a degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Econometrics, Financial Mathematics, Physics, Quantitative Economics)
• sound knowledge of statistical and econometric methods and their application
• good coding skills in R and Python
• prior work experience in credit rating or LGD model development or validation (experience in other areas of risk modelling would also be considered)
• excellent problem-solving skills and attention to detail.
• self-motivated individual with the ability to work both independently and in a team
• fluent, clear, and crisp written and verbal communication in English

About us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

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. And we use artificial intelligence (AI) to work smarter and more efficiently. 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