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

Risk Methodology & Analytics Specialist

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).

Your role
Do you have a sharp, analytic mindset and work experience in Risk Management/Data Science/Finance or related areas? Do you like when things are moving fast? Are you passionate about advanced quantitative techniques that lead to tangible results? We are looking for people like that on varying levels of experience and seniority (https://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?partnerid=25008&siteid=5012&PageType=searchResults&SearchType=linkquery&LinkID=4128) who can help us to:
• measure and control credit and market risk in an accurate and transparent way
• develop quantitative rating, exposure, and stress models that are compliant to regulatory requirements and support the business
• build models that aggregate all risk types
• forecast macroeconomic and financial indicators
• make sure risk models are fit for their purpose
Your team
You will be working as a part of one of the teams within global Risk Methodology or Model Risk Management and Control, located in Zabierzów (Kraków Business Park). Our mandate is to employ the latest quantitative techniques to develop, maintain and validate firm-wide risk models (including credit and market risk, risk aggregation, and macroeconomic scenario development), ensuring they are fit for purpose and meet all requirements imposed by our internal stakeholders and regulators.
Your experience and skills
You have:
• Master's degree in applied quantitative discipline (e.g. Econometrics, Statistics, Mathematics, Financial Engineering, Economics, Finance, etc.);
• work experience in Risk Management/Data Science/Finance or related areas is a plus;
• sound knowledge of statistical and econometric methods and their application
• solid coding skills in one of data science languages (R/Python/SAS) or in C++/C#/Java, and knowledge of SQL;
• strong analytical and organizational skills with the ability to work to tight deadlines

You are:
• a strong communicator, from making presentations to writing technical documents in a clear and structured way, explaining technical concepts in simple & understandable terms;
• fluent in English, both spoken and written;
• motivated, self-directed and creative
• adaptable, able to work across teams, functions, and cultures

Kraków, Malopolskie, Poland Kraków Malopolskie PL