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UBS Financial Services Quantitative Financial Economist (Forecasting and Scenario Analysis) in Kraków, Poland

Quantitative Financial Economist (Forecasting and Scenario Analysis)

Poland

Quantitative Analysis, Risk

Corporate Center

Job Reference #:

175921BR

City:

Kraków

Job Type:

Full Time

Your role:

Does financial and econometric modeling excite you? Are you an innovative thinker? We’re looking for someone like that who can:

– develop and implement econometric models for forecasting financial variables under baseline and stress conditions

– construct alternative scenarios for stress testing purposes, with a focus on forecasting financial indicators under stress conditions

– demonstrate soundness of economic models and scenario assumptions

– interact with different teams across UBS for modeling and scenario analysis

– be actively involved in the main regulatory initiatives and resulting new developments

Your team:

You’ll be working as part of the global Forecasting and Scenario Analysis team (FSA) in Zabierzów (Krakow Business Park). Our team is responsible for all aspects of country risk analysis. FSA's main focus is on the development of econometric models and scenario generators for stress testing. Our team covers modelling of global macroeconomic and financial risk and the development of stress scenarios for UBS and its regional entities. The scenarios are developed using a suite of econometric models and involve input from senior management and other experts within UBS.

Stress scenarios represent an area of continuous development, as they are increasingly adopted by banks to assess the impact of external shocks on their business and by regulators to assess the resilience of the financial sector and the economy to adverse events.

Your expertise:

– Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, statistics, engineering, mathematics).

– solid knowledge of time series analysis and econometric models used for forecasting financial variables

– at least two years of experience in the financial industry, economic consultancy or research

– knowledge of statistical modeling software (R is a must, knowledge of Matlab, Eviews, Stata will be a plus) and LaTeX

– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)

– team-orientation

– strong communication skills, being able to clearly explain technical topics to non-technical audience

– fluency in English

– experience working with large datasets (e.g. data mining and machine learning) is a plus

– experience involving quantitative economic analysis and/or quantitative finance for stress testing is a plus

– knowledge of markets or experience in market risk control is a plus

*LI-UBS

About us:

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us:

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

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.

UBS is proud to be an equal opportunities employer. We are committed to providing equal access to employment opportunities to all prospective employees within the recruitment process. UBS complies with and supports all national and local laws pertaining to non-discrimination and advancement opportunity, including those relating to making reasonable accommodations to the recruitment process for applicants who require them.
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