Poland

Risk

Group Functions

Your role

Are you interested in financial markets? Are you experienced in designing, developing and implementing enterprise-wide systems? Do you enjoy working in an agile manner in a specialized team to develop and deliver solutions? Then we are looking for someone like you to join our team and to:
• Work on the strategic Value-at-Risk (VaR) model implementation on cloud
• Develop and improve the market risk model back-testing framework and risk not in VaR (RniV) framework
• Keep up to date with technological advances in software engineering
• Contribute to analyses requested by internal and external stakeholders

Job Reference #

328579BR

City

Kraków, Wroclaw

Job Type

Full Time

Your team

You will be working as a team lead reporting to the Stream Product Lead of Market Risk Models within the QRM department. The primary responsibility of the team is the development of the strategic VaR model on the cloud infrastructure and maintaining the current VaR model on prem as well as the performance measurement/statistical back-testing of market risk models and the associated risk measurement platforms and processes. Furthermore, the development of the revised RniV framework on cloud would be another key focus area. The team collaborates closely with colleagues from other departments, such as Market Risk IT, Market Risk Control, Risk Change, MRMC, FO Quants and FO IT.
The position offers the opportunity to contribute to global initiatives within UBS, interact with colleagues across functions and locations, and gain a good understanding of financial products in a global bank portfolio, as well as the regulatory requirements in the market risk area. You will contribute to the success of a bigger team of specialized professionals with a global presence. We will offer you an environment geared towards individual and team performance, and an open collaborative culture that values the contribution of every individual.

Your expertise

• Degree in a quantitative discipline (e.g. Computer Science, Financial Engineering, Mathematics)
• Strong web front end development skills
• Strong knowledge of Java / Python / RDBMS (Oracle, Postgres) / R / Azure / Databricks / Linux
• Fluent in modular design principles as well as GUI and database design
• At least 10 years’ experience designing, developing and implementing enterprise-wide systems
• Strong analytical skills
• Detail oriented, accurate, concise in delivering your assignments

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. 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.

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