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Your role

Do you like working in an international, agile, fast changing environment? Are you familiar with risk matters and experienced in quantitative modelling? Do you enjoy working in a highly motivated team that develops and delivers stress testing solutions across the bank? At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable and ultimately more innovative.

We're looking for a Quant Analyst to:

• create, develop, and maintain stress testing models for UBS Group and its local legal entities, and in particular, risk models related to treasury risks such as funding cost, leverage ratio and balance sheet exposure volumes
• use techniques from quantitative risk management, financial mathematics, or econometrics to build stress testing models which are sensitive to systematic and idiosyncratic risk factors,
• implement and test models in R or other programming languages and produce clear documentation
• bring new quantitative modelling ideas to our team to push ahead key projects within UBS
• interact and discuss with key stakeholders (business representatives, senior quants, internal and external control functions, IT and model governance bodies) with the option to participate in industry initiatives

Your team

You will be working in the ST - Funding and Balance Sheet Risk team within the Firmwide Stress Testing Models in Krakow, which is part of the group-wide Quantitative Risk Methodology department.

Our role is to develop, maintain, and apply UBS’ stress testing framework to assess the impact of global macro-economic scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across UBS’ businesses world-wide. We develop and maintain a suite of scenario-aligned stress risk models and support diverse additional stress-related regulatory activities.

Your expertise

You have:

• a Master's degree in a quantitative discipline (e.g. Statistics, Finance, Econometrics/Biometrics/Psychometrics, Mathematic, Physics, Engineering), a PhD is considered a plus
• 1 to 5 years of previous experience in a quantitative role
• a good understanding of financial markets and the banking business; knowledge of financial and regulatory accounting is considered a plus
• strong analytical and organizational skills with the ability to work under tight deadlines
• very good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally

You are:

• experienced with statistical analysis and enthusiastic about creating your own models
• an expert user of R programming language or other related languages (e.g. Matlab, Python)
• a great communicator and you know how to handle challenging situations
• team-oriented, while able to complete tasks independently to high quality standards
• fluent in English

About us

UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.

We have a presence in all major financial centers in more than 50 countries.

How we hire

We may request you to complete one or more assessments during the application process. Learn more

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Contact Details

UBS Business Solutions SA

UBS Recruiting

Disclaimer / Policy statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through Poland-Whistleblowing@ubs.com

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