Quant Analyst, Corporate & Wholesale Credit Risk Scenario Models

City

Kraków

Job Type

Full Time

Country / State

Poland

Function Category

Risk

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

Your team

The Corporate & Wholesale Credit Risk Scenario Models team within the Credit Corporate Risk 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 P&C/WMCH Corporate & Wholesale portfolios.

Your expertise

• Master's or PhD degree in a quantitative discipline (e.g. Financial Engineering, Economics, Finance, Econometrics, Mathematics, Statistics)
• analytical and conceptual skills combined with good statistical understanding
• first experience in programming and the use of statistical software (focus on Python, other languages R, SQL are a plus)
• open, collaborative and pro-active personality
• diligent and detail-oriented work style
• fluent in English, both verbal and written form

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.

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.