Quantitative Economist – Stress Testing Team

– support the development of extensive and robust scenario generation system
– develop tools for the assessment of scenario consistency for large datasets of scenario shocks
– support the construction of alternative macroeconomic scenarios for stress testing purposes
– be actively involved in the main regulatory initiatives and resulting new developments
– develop, validate and implement econometrics models for forecasting macroeconomic and financial variables
– prepare model documentations
– test econometrics models for model validation

Your team

You’ll be working as part of the global Political and Country Risk team in Zabierzów (Krakow Business Park). Our main focus is on the development of econometric models and scenario generators for stress testing. Our team is responsible for all aspects of country risk analysis. Our team covers modelling of global macroeconomic and financial risk and the development of stress scenarios for UBS and its regional entities. The scenarios are developed using a suite of econometric models and involve input from senior management and other experts within UBS. Stress scenarios represent an area of continuous development, as they are increasingly adopted by banks to assess the impact of external shocks on their business and by regulators to assess the resilience of the financial sector and the economy to adverse events.

Your experience and skills

You have:

– a degree in economics, finance, physics, mathematics, computer science, engineering or related

– experience involving quantitative economic analysis and/or quantitative finance

– knowledge of econometrics models used for forecasting macroeconomic and financial variables (ARIMA, VAR, ECM, PCA, etc)

– knowledge of statistical modeling software (R is a must, knowledge of Matlab, Eviews, Stata will be a plus)

– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)

You are:

– capable of documenting any model development in a clear way

– fluent in English

– a strong communicator, able to clearly explain technical topics to non-technical audience

– proficient using programming languages (knowledge of Tex-LaTeX is a plus)

About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

What we offer

Together. That’s how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We’ll value your passion and commitment. And reward your performance.

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now on www.ubs.com/polandcareers

dodane przez MJCC