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

Quantitative Financial Economist

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 financial and economic modelling 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 model 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 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:
– Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, statistics, engineering, mathematics).
– knowledge of financial markets
– solid knowledge of econometric models used for forecasting financial variables
– at least two years of working experience in the financial industry, economic consultancy or research
– knowledge of statistical modeling software (R is a must, knowledge of Matlab, Eviews, Stata is a plus) and LaTeX
– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)
– experience in market risk and/or trading is a plus
– 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

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

Kraków, Malopolskie, Poland Kraków Malopolskie PL