Valuation Model Quantitative Analyst Intern

UBS

Kraków, małopolskie
Praktyka
Niepełny etat

1 miesiąc temu

Business DivisionsGroup FunctionsYour roleAre you someone with a passion for quantitative modelling? Are you someone who challenges the status quo, and loves to solve problems? We are looking for a team player, that can blend quantitative and theoretical analysis in the area of XVA and counterparty credit risk modelling. The role would involve:

assessing the models' conceptual soundness, methodology and appropriateness vs. alternative approaches
developing benchmark models in C++ / Python and performing model sensitivity analysis
identifying model limitations and evaluating overall model risk
collaborating with stakeholders such as front office quants, traders and credit risk officers

Additionally you are expected to participate in strategic and cross-functional projects involving e.g. automation initiatives.Function CategoryRiskJoin usAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?Contact DetailsUBS Business Solutions SA
UBS RecruitingYour teamThe Model Risk Management & Control (MRMC) function is a part of Group CRO organization. We have responsibility for the Model Risk Control framework, which includes model validation, model control, and governance activities.You'll be working in the Model Validation team focusing on counterparty credit exposure models. We are a diverse and global team: you will be working on projects with colleagues across Europe and APAC and the US.Your expertise

masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)
ability to analyze complex problems and critically assess financial models
hands-on experience with C++ and Python
some experience in a similar quantitative role preferred
collaborative and team-oriented, with strong written and interpersonal communication skills

About usUBS 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.How we hireThis role requires an assessment on application. Learn more about how we hire: www.ubs.com/global/en/careers/experienced-professionals.html

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