Internship in Quantitative Risk Modeling Team

Your role

We are looking for someone like that to:
- support our team in developing risk models for various risk types for aggregation purposes
- perform impact analysis
- assist and conduct coding tasks 
- perform and document model performance and confirmation tests

Your team

You’ll be working in the Statistical Risk Aggregation Methodology Team placed in Zabierzow, Krakow Business Park. We are a part of a global team and you will have a chance to gain international exposure. We develop, refine, implement and maintain mathematical and statistical models to measure all material risks across UBS to assess our capital requirements, comprising models for individual risk types (including market, credit, issuer, investment, funding, operational, pension, business risk etc.), as well as methodologies to aggregate risks. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are implemented mainly in R, before being embedded into the productive risk infrastructure.

Our internship is an ideal way to gain the work experience and start the professional career with us. Your paid internship will last 3-6 months with the possibility of extension, based on a 30-40 hour week.

Your experience and skills

You don't have to show us previous professional experience but if you have it, it’s an asset.

You have:
- a Bachelor's / Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics, Economics, Finance)
- fluent English
- knowledge and experience in coding in R or Matlab
- sound knowledge of statistical and econometric methods and their application
- conceptual and analytical capabilities 

You are:
- able to deliver high quality results in a fast pace environment with tight deadline
- motivated, self-directed and driven

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.

Take the next step

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.>

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.

dodane przez MJCC