Quantitative Risk Analyst - Risk Model Validation

Job description

City

Kraków
Job Type

Full Time
Country / State

Poland
Function Category

Risk Control, C&ORC (Compliance and Operational Risk)
What we offer

UBS offers talented individuals around the world a challenging, diverse and supportive working environment in which passion, commitment and hard work are valued and rewarded.

Why UBS? Watch the video
Take the next step

Fitting in at UBS means being passionate and motivated about what you do. If you like collaborating, are used to challenging others and being challenged in return, then you have the right attitude to thrive in our environment. Want to become part of our team? Apply now.
Contact Details

UBS
Recruitment Team

+48 12 399 7000
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.
Your team

You'll be working in the Model Risk Management and Control (MRMC) team in Zabierzów (Kraków Business Park). Your role has global impact and assumes working closely with model owners (front-office quants, risk methodology etc.) as well as other stakeholders over the whole model lifecycle, including traders, market and credit risk officers, finance etc. offering an opportunity to play a key role in the enhancement of risk management framework in a global bank. You will perform model validation for counterparty credit exposure models, to detect, identify, and quantify risks in the are of valuation and risk management of model intensive products.

Desired profile

Your experience and skills

You have:
- master's degree in a quantitative field (Mathematics / Physics / Financial Engineering/Statistics) is a prerequisite, PhD is desirable
- at least 2 years of experience in a role related to model development or validation within the area of counterparty credit risk modelling
- excellent command of MS Office and VBA familiarity with LaTeX
- excellent communication skills (you know how to explain technical topics to a non-technical audience)
- fluency in English

You are:
- organized, detail-oriented, self-motivated and respond well under pressure
- able to work in a team spread across several locations, adhere to tight deadlines, develop and maintain relationships
- proficient using programing in R or Matlab, Knowledge of C++ , C#, Java or similar would be an asset
- familiar with regulatory requirements in financial industry, especially in the area of counterparty credit risk. Previous experience in interacting with and presenting to regulators (FINMA, PRA, FED) is a plus