• Competitive
  • Kraków, Malopolskie, Poland
  • Permanent, Full time
  • UBS Poland
  • 2018-07-17

Economist – Stress Testing Team

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?

Your role : 
Does economic analysis and econometric modeling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
– perform economic analysis for the identification and assessment of macroeconomic and financial risks
– design macroeconomic scenarios for business planning and stress testing purposes
– expand of macroeconomic scenarios provided by regulatory authorities by using macroeconomic models
– contribute to the development, validation and implementation of econometrics models for forecasting macroeconomic and financial variables

Your team : 
You will be working as part of the global Political and Country Risk – Scenario Team in Zabierzów (Krakow Business Park). Our mandate is the development of macroeconomic scenarios for stress testing and business planning for UBS and regional entities. This requires a sound knowledge of macroeconomic theory, econometric modeling skills, as well as the interaction with experts and management. Stress scenarios is a field in continuous development, as it is being increasingly adopted by banks to assess the impact of external shocks as part of risk management and regulatory exercises.

Your experience and skills : 
You have:
– a MSc. degree in economics, finance or econometrics
– 1-2 years of experience involving economic analysis, forecasting or econometric modeling
– knowledge of main econometrics models used for forecasting macroeconomic and financial variables (ARIMA, VAR, ECM, PCA, etc.)
– knowledge of statistical modeling software such as R, Matlab, Eviews and Stata
– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)

You are:
– a strong communicator, able to clearly explain technical topics to non-technical audience
– team-oriented but able to complete tasks independently to a high standard
– fluent in English

Kraków, Malopolskie, Poland Kraków Malopolskie PL