Poland
Quantitative Analysis, Risk
Kraków
Full Time
You will be working in the Counterparty Credit Risk (CCR) Model Performance and CCR Pillar 1 modelling within the Trading Credit Risk Models team in Krakow and be an integral part of the group-wide UBS Quantitative Risk Methodology (QRM) team. Your primary role is to develop and maintain the Counterparty Credit Risk (CCR) models together with a magnitude of different expert functions across the UBS Group.
-a graduate or PhD / MA degree a in a quantitative field such as Mathematics, Physics, Statistics or Econometrics
-3+ years of experience in quantitative risk modelling, ideally in Counterparty Credit Risk together with knowledge of regulatory practice
-sound knowledge of stochastic and statistical modelling and their application
-experience in communication with regulatory supervision including written documentation and experience in model documentation and regulatory requirements for official submissions
-a very good understanding of financial markets and the banking business, in particular investment banking, as well as the regulatory landscape and a sound understanding of SFT, OTC and ETD transactions across all major asset classes
-solid IT skills (Python, SQL, C#, C++, Java) and knowledge of statistical modelling software
-fluent in English, both in oral and written form
-You’re curious to explore how AI can improve how we build, deliver and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standard and ethical use.
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.
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.
UBS Business Solutions SA
UBS Recruiting
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
From gaining new experiences in different roles to acquiring fresh knowledge and skills – at UBS we believe that you should never stop growing and learning because life never stops teaching. We know that it's our people – with their unique backgrounds, skills, experience levels and interests – who drive our ongoing success. Ready to be part of #teamUBS and make an impact? Find out more at ubs.com/careers.
UBS works with individuals, families, institutions, and corporations around the world to help answer some of life's questions – whether through award winning wealth management advisory, investment banking and asset management expertise, or private and corporate banking services in Switzerland*. In June 2023, Credit Suisse became a UBS Group company.
With our large and diverse team operating internationally, we have a presence in all major financial centers in more than 50 countries. Although we all come from different backgrounds and specializations, two things unite us: the conviction that we’re stronger together, and the will and curiosity to constantly innovate. That’s the key to us unlocking our full potential (and what we look for in everyone who joins us). It’s also why we’re regularly recognized as an attractive employer.*
* Our awards https://www.ubs.com/awards
Social Media Legal Terms: http://www.ubs.com/social-legal
