UBS Financial Services Quantitative Risk Modeler - Statistical Risk Aggregation in Kraków, Poland
Are you adept at risk matters and familiar with quantitative modelling? Are you interested in Statistical Risk Modeling? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for you to:
– develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspective
– answer methodological questions raised by regulators
– analyze diverse portfolio data and risks under various simulated scenarios and build models which are able to predict a statistical risk distribution.
– interact on a regular basis with Senior Management on enquiries related to UBS' statistical risk aggregation framework.
What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
Take the next step:
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. 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.
You’ll be working in the Statistical Risk Aggregation Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ statistical risk aggregation framework for assessing the impact of simulated risk scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category models.
– a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
– experience in statistical risk / economic capital modeling or other areas of risk methodology preferred
– general understanding and interest in (macro-)economic mechanisms and their influence on financial markets and specific risk factors
– sound knowledge of statistical and econometric methods and their applications
– strong analytical, conceptual and organizational skills with the ability to work under pressure within tight deadlines
– experience in handling large datasets or accounting knowledge are a plus
– able to respond quickly to ad-hoc management requests
– a great communicator (and you know how to handle challenging situations)
– team-orientated, while able to complete tasks independently
– an expert user of the statistical software R
– fluent in English, additional languages are welcome
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?
Job Reference #: 175923BR
Business Divisions: Corporate Center
Title: Quantitative Risk Modeler - Statistical Risk Aggregation
Job Type: Full Time
Country / State: Poland
Function Category: Risk