
Quantitative Internship - Model Validation in MRMC US
- Kraków, małopolskie
- Praktyka
- Pełny etat
- adapt model validation processes to agile and automated solutions
- review models to test implementation and performance
- support structuring and management of data to support validation
UBS RecruitingYour teamYou'll be working for our Model Risk Management and Control (MRMC) US team in Krakow. Working together with our colleagues of the US-based MRMC US team it is our role to independently review and challenge models developed by the business to ensure they are fit for purpose and meet all regulatory requirements.In our Internship Program, you will have a chance to participate in automation and digitalization of the financial industry, implementing agile and automation processes, and understanding regulatory requirements for model risk management. This is an ideal way to gain the practical work experience you'll need to launch your career. It's also an opportunity to work with and learn from some of our sharpest minds in risk control. Your paid internship will last 6 months with the possibility of extension, based on a 40 hour week.Your expertise
- at least a bachelor's degree in financial mathematics, statistics, econometrics, physics, applied mathematics, computer science, economics or another quantitative area (and you love this stuff)
- interest in financial markets (experience is a plus)
- a can-do attitude to get the problem solved (despite all challenges) as part of a truly international team
- motivated, self-directed and creative
- adaptable, able to work across teams, functions, and cultures
- good in English, both spoken and written
- skilled in MS Excel and statistical programs like Python, R or SAS
- good to have some understanding or experience with tools such as Gitlab, Tableau, Alteryx and Agile concepts