Praca Senior Quantitative Risk Modeler Kraków UBS

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Opis oferty pracy:
Your role Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then we are looking for someone like that to: Lead development of risk models for various risk types for aggregation purposes Code risk models Perform impact analysis Prepare presentations to senior management and regulators Perform and document model performance and confirmation tests Your team You will be working in Risk Modeling Team in Zabierzów (Krakow Business Park). We develop, refine, implement, and maintain mathematical and statistical models to measure all material risks across UBS to assess our capital requirements, comprising models for individual risk types (including market, credit, issuer, investment, funding, operational, pension, business risk etc.), as well as methodologies to aggregate risks. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R, before being embedded into the productive risk infrastructure. Your experience and skills You have: Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance) Excellent coding skills preferably in R/Matlab Sound knowledge of statistical and econometric methods and their application Strong analytical, conceptual and organizational skills Experience with handling large datasets is a plus Outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills You are: Experienced in risk methodology with at least 3 to 5 years' experience in risk methodology Fluent in English Experienced in writing documentation of complex statistical methodologies able to deliver high quality results in a fast pace environment with tight deadlines About us Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world. We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us? What we offer Together. That’s how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We’ll value your passion and commitment. And reward your performance. Take the next step Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now. 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.

Pracodawca: UBS

Data publikacji ogłoszenia: 2016-09-13

Nazwa stanowiska: Senior Quantitative Risk Modeler

Państwo: Polska

Województwo: małopolskie

Powiat: m. Kraków

Miejscowość: Kraków

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