UBS
Quant Analyst, Financial Institutions & Wholesale Credit Risk Models
🇵🇱Kraków, Lesser Poland, Poland20 days ago
Full TimeENEurope
Kraków
Full Time
Poland
Risk
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. And we use artificial intelligence (AI) to work smarter and more efficiently. 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.
UBS Business Solutions SA
UBS Recruiting
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
You will be working within our Financial Institutions & Wholesale Credit Risk Models team in Poland, which is a part of UBS Quantitative Risk Modelling organization. As a Credit Risk Modeler, you will be developing and maintaining credit rating or Loss Given Default models for wholesale (Large Corporates, Financial Institutions, Investment and Hedge Funds) clients of UBS.
• a degree in a quantitative discipline (e.g., Mathematics, Statistics, Engineering, Econometrics, Financial Mathematics, Physics, Quantitative Economics)
• sound knowledge of statistical and econometric methods and their application
• good coding skills in R and Python
• prior work experience in credit rating or LGD model development or validation (experience in other areas of risk modelling would also be considered)
• excellent problem-solving skills and attention to detail.
• self-motivated individual with the ability to work both independently and in a team
• fluent, clear, and crisp written and verbal communication in English
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.
