As part of the Risk Methodology team within Risk Control, you will contribute to the ongoing development of models used to assess the firm's aggregate level of risk exposure versus the risk appetite established through the quantitative pillars of UBS' firm-wide risk appetite framework.
Risk Methodology team is primarily responsible for developing and applying various scenario-based and statistical models to quantify primary risks (e.g. credit and market risks) as well as consequential risks (e.g. operational risks and funding risk) to obtain an overall assessment of the risk profile of UBS.
The role will be located in the UBS office in Zabierzow (Krakow Business Park).
• Establishing a software strategy and coding standards
• Transforming prototype code from risk methodologists into production ready libraries
• Ensuring that the created libraries that are robust, efficient and scalable for integration on the centralized production calculation platform
• Contributing to insightful analysis for senior management, the Board of Directors and regulators
• Gaining a broad understanding of the risks across the firm and the various modelling approaches applied.
• Bachelor degree in quantitative science
• Very good written and spoken English
• At least intermediate knowledge of R or/and Python
• Experience with enterprise software development in any language
• Excellent communication skills and ability to work in a team
• Experience with high performance programming, simulations
• Experience with Matlab, SAS, STATA and other computational packages
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.
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 on www.ubs.com/polandcareers