Quantitative Internship - Lending Values 2
UBS
Quantitative Internship - Lending Values 2
Poland
Risk
Group Functions
Your role
Do you have a sharp, analytic mindset? Do you like when things are moving fast? Are you passionate about advanced quantitative techniques that lead to tangible results? At UBS, we re-imagine the way we work, the way we connect with each other - our colleagues, clients and partners - and the way we deliver value. Being agile will make us more responsive, more adaptable and ultimately more innovative.
We're looking for a Intern to:
– develop and maintain Lombard Lending models for both banking and trading book
– build prototype, including testing codes that will be used in productive IT systems
– make sure that these models are fit for purpose
– ensure adherence to applicable regulations and internal policies
– support various stakeholder requests
Job Reference #
332553BR
City
Kraków
Job Type
Full Time
Your team
You will be working in the Lending Values 2 team within the Lombard Lending Models in Krakow, which is part of the group-wide Quantitative Risk Methodology departement.
We develop and maintain the credit exposure measurement capabilities of the GWM and IB divisions. The quantitative methods we use are based on econometrics and mathematical finance techniques and involve Monte Carlo-based simulations.
Your expertise
– at least a bachelor's degree in financial mathematics, statistics, econometrics, physics, applied mathematics, computer science, economics or another quantitative area
– good IT skills in Python or R as well as in Excel. C/C#/C++ is a plus
– interest in financial markets (experience is a plus)
– good in English, both spoken and written
– motivated, self-directed and creative
About us
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.
How we hire
We may request you to complete one or more assessments during the application process. Learn more
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