Risk Modeling & Analytics Specialist
Your role :
Are you adept at risk matters and familiar with quantitative modeling? Are you interested in Stress Testing? Do you enjoy working in a highly specialized 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
– help answering methodological stress testing related questions raised by regulators across the world
– 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.
Your team :
You’ll be working in the Stress Methodology team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ 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
– an expert user of statistical software (e.g. R, SAS, Stata,…)
– fluent in English, additional languages are welcome