Risk Model and Analysis Specialist
Are you adept at risk matters? Are you interested in Stress Testing? Do you know how to work well within a team to develop and deliver solutions? Then we are looking for you to:
– develop methodologies for stress testing for UBS Group and different legal entities around the globe
– be a contact point to regulators across the world for methodological stress testing related questions
– analyze diverse portfolio data and risks under a macro-economic stress testing approach and build stress testing models which are sensitive to macro-economic risk factors.
– support the development of stress testing scenarios and business engagement
– interact on a regular basis with Senior Management on enquiries related to UBS stress testing framework.
You’ll be working in the Stress Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’s stress testing framework for assessing the impact of global macro-economic 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 stress models and support diverse other stress-related activities.
Your experience and skills
– a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance)
– experience in Stress Testing 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 application
– strong analytical, conceptual and organizational skills with the ability to work to tight deadlines
– experience with handling large datasets is 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
– expert use of statistical software (e.g. R, Matlab, SAS, Stata,…)
– fluent in English, additional languages are welcome