Quantitative Internship - ECAP - Framework

Descripción del puesto:

Your role

Do you have an analytic mindset? Do you like when things are moving fast? Are you passionate about advanced quantitative techniques that lead to tangible results? For our Quantitative Internship we are looking for people like that who can help us to:

* develop methodologies to assess risks for UBS Group and different legal entities around the globe from a statistical perspective
* discuss model requirements and assumptions with stakeholders within the Bank
* make sure these models are fit for their purpose
* work with statistical models to estimate one year loss distributions across multiple risk types and apply risk aggregation techniques to combine them into a firmwide view
* support the development of simulation models that use historical market and economic data to generate risk factor scenarios used in our framework
* participate in analyzing developing regulatory requirements, automation and digitalization of the financial industry
* gain hands on experience with programming languages such as R or Python, which we use daily in model development, testing, and analysis

Job Type

Full Time, Temporary / Contract

Job Reference #

335110BR

City

Kraków

Your team

You'll be working for our Economic Capital team in Krakow. Working together with our colleagues of the global Quantitative Risk Modelling team it is our role to employ the latest quantitative techniques to ensure that our risk models are fit for purpose and meet all regulatory requirements. Your paid internship will last 6 months with the possibility of extension.

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 programming languages like R or Python and MS Excel

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.

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.

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