UBS

Quantitative Analyst – Risk Modelling & Analytics

UBSO firmie

  • Zabierzów (pow. krakowski)

    małopolskie
  • Ogłoszenie wygasło 4 lat temu
  • Specjalista
Quantitative Analyst – Risk Modelling & Analytics
Work location: Zabierzów (pow. krakowski)
The role:


Working in Quantitative Risk Control (QRC) you would join a multinational team of more than 50 quantitative analysts and risk control specialists to provide independent review of models as well as oversight over model governance across the bank. As a part of QRC team in Krakow you would become an integral part of the global team with the mandate to work closely with colleagues from other locations on the multitude of projects around model risk management and control. As an analyst working in the area of model validation, you would primarily be responsible for providing independent assessment of model appropriateness and associated model risk.

The role is located in the UBS office in Zabierzow (Krakow Business Park).

Responsibilities:
  • Reviewing the model's conceptual soundness and mathematics
  • Checking appropriateness of modelling assumptions, parameters, calibrations
  • Developing benchmark models according to best industry or academic practices
  • Assessing model risk associated with uncertainty around modelling or specific modelling shortcomings
  • Ongoing documentation of the findings
  • Liaising with the model owners and other stakeholders to mitigate any model risk identified during the assessment
Requirements:
  • Master’s or PhD degree in a quantitative field like Mathematics, Physics, Statistics or Econometrics
  • Excellent written and spoken English
  • Excellent knowledge of MS Office
  • Sound programming skills in one of the following: VBA, R, MatLab, SAS, C++ / C#, Java or similar
  • Ability to apply numerical analysis, statistics and financial mathematics techniques to solve practical problems
  • Excellent written and interpersonal communication skills, in particular the ability to explain technical topics to a non-technical audience
Additional assets:
  • Understanding of financial markets and products. Prior experience in a similar field together with knowledge of regulatory practice would be beneficial
  • Prior experience in working as part of a global team in a multinational company
About UBS:
UBS is a leading global financial institution offering services in three main sectors: Wealth Management, Asset Management and Investment Banking. The UBS Kraków has provided services exclusively to UBS since it began operations in the first quarter of 2008. Our teams in Krakow collaborate across many UBS locations and business divisions working on projects with an international scope in finance, analytics, operations, risk, legal and compliance, IT, marketing and quality.

Our offering for experts:
• Attractive compensation package
• Standard benefits such as medical insurance, sports card, annual performance-driven salary component, and other UBS-specific extras
• Extensive training and development program to excel in your role and to shape your long term career path
with us

Prosimy o dopisanie następującej klauzuli: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."
















Working in Quantitative Risk Control (QRC) you would join a multinational team of more than 50 quantitative analysts and risk control specialists to provide independent review of models as well as oversight over model governance across the bank. As a part of QRC team in Krakow you would become an integral part of the global team with the mandate to work closely with colleagues from other locations on the multitude of projects around model risk management and control. As an analyst working in the area of model validation, you would primarily be responsible for providing independent assessment of model appropriateness and associated model risk.

The role is located in the UBS office in Zabierzow (Krakow Business Park).

Quantitative Analyst – Risk Modelling & Analytics
  • Reviewing the model's conceptual soundness and mathematics
  • Checking appropriateness of modelling assumptions, parameters, calibrations
  • Developing benchmark models according to best industry or academic practices
  • Assessing model risk associated with uncertainty around modelling or specific modelling shortcomings
  • Ongoing documentation of the findings
  • Liaising with the model owners and other stakeholders to mitigate any model risk identified during the assessment
  • Master’s or PhD degree in a quantitative field like Mathematics, Physics, Statistics or Econometrics
  • Excellent written and spoken English
  • Excellent knowledge of MS Office
  • Sound programming skills in one of the following: VBA, R, MatLab, SAS, C++ / C#, Java or similar
  • Ability to apply numerical analysis, statistics and financial mathematics techniques to solve practical problems
  • Excellent written and interpersonal communication skills, in particular the ability to explain technical topics to a non-technical audience
  • Understanding of financial markets and products. Prior experience in a similar field together with knowledge of regulatory practice would be beneficial
  • Prior experience in working as part of a global team in a multinational company

Prosimy o dopisanie następującej klauzuli: "Wyrażam zgodę na przetwarzanie moich danych osobowych zawartych w ofercie pracy dla potrzeb procesu rekrutacji zgodnie z ustawą z dnia 27.08.1997r. Dz. U. z 2002 r., Nr 101, poz. 923 ze zm."

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