Poland

Risk

Group Functions

Your role

Are you adept at risk matters and familiar with quantitative modelling? Are you an innovative thinker who likes to challenge the status quo? Do you enjoy working in a highly specialized team that develops and delivers statistical modelling solutions? Then we are looking for you to:

– develop methodologies to assess risks for UBS Group and different legal entities around the globe using data-driven approach
– answer methodological questions raised by regulators
– analyze diverse portfolio data and risks under various simulated scenarios and build models which are able to predict a statistical risk distribution.
– interact on a regular basis with Senior Management on enquiries related to UBS' economic capital framework.

Job Reference #

323285BR

City

Kraków

Job Type

Full Time

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

You’ll be working in the Economic Capital Scenario Generation team in Krakow, Poland. Our role is to develop, maintain, and apply UBS’ statistical risk aggregation framework for assessing the impact of simulated risk scenarios on the firm’s profitability and capital adequacy. The framework captures all risk types across all businesses world-wide. We develop and maintain a suite of scenario-aligned risk category models.

Your expertise

- A Master’s or PhD degree in a quantitative discipline such as Econometrics, Statistics, Computer Science, Financial Engineering, Economics, Finance, or Mathematics
- Solid knowledge of both classical econometric techniques and modern machine learning algorithms (including generative models), with a strong focus on practical applications
- Excellent analytical and problem-solving skills, with the ability to deliver high-quality results under pressure and tight deadlines
- A sound understanding of financial markets and the banking industry (a strong plus)
- Hands-on experience working with large-scale datasets using modern computing frameworks (e.g., Spark or similar technologies)

You are:
- Curious and eager to explore emerging technologies, especially in the evolving field of Generative AI, and you actively seek opportunities to apply new tools and methods in your work
- Quick to respond to ad-hoc requests from senior management with clarity and precision
- An effective communicator, capable of navigating complex or challenging situations with professionalism
- A collaborative team player who also thrives when working independently and takes ownership of delivering high-quality outcomes
- Proficient in R or Python
- Fluent in English, both written and spoken

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.

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