UBS

Quant Analyst, Corporate & Retail Credit Scenario Models

UBS  •  Kraków, PL (Onsite)  •  2 hours ago
Apply
AI can make mistakes so check important info. Chat history is never stored.

Job Description

Poland

Quantitative Analysis, Risk

City

Kraków

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.

The team

The Corporate & Retail Credit Scenario Models team within the Credit Corporate and Retail Models Stream in Krakow, Poland, is part of the group-wide Quantitative Risk Methodology department.

The team develops, refines, implements, and maintains mathematical, statistical and stress testing models to measure credit risk of UBS’s various credit portfolios for regulatory and business steering purposes.

The particular sub-team focusses on developing and maintaining stress testing and provisioning models for the bank’s Specialized Lending & International Commercial Real Estate portfolios.

Your skills and experience

  • Master's or PhD degree in a quantitative discipline (e.g. Econometrics, Economics, Finance, Mathematics, Financial Engineering, Statistics)
  • sound knowledge of statistical and econometric methods and their application
  • analytical and conceptual skills combined with good statistical understanding
  • 2+ years of experience in credit risk modelling with focus on Stress and/or IFRS9 models
  • experience in programming and the use of statistical software (focus on Python, other languages R, SQL are a plus)
  • diligent and detail-oriented work style
  • fluent in English, both verbal 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.

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

UBS

About UBS

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

Industry
Finance & Insurance
Company Size
10,000+ employees
Headquarters
Zurich, CH
Year Founded
1862
Website
ubs.com
Social Media