Risk Model Control Analyst

Working in Quantitative Risk Control you would become a part of a global multinational team of more than 50 quantitative analysts and risk control specialists, and you will help providing an independent assessment of models as well as oversight over model governance across the bank. As a part of QRC team built in Krakow you will become an integral part of the global team with the mandate to work closely with colleagues from other locations on the multitude of the projects around model control and governance. 

The role will be located in the UBS office in Zabierzow (Krakow Business Park) 

Responsibilities: 
• Acquiring an overview of the firm-wide risk model landscape 
• Planning and conducting front-to-back model control reviews along input, processing, and output / reporting components, including visualization in comprehensive model maps 
• Summarizing review results and necessary remediation measures 
• Following up on identified control gaps and monitoring progress on remediation measures 
• Initiating and rolling out improvement activities with respect to model governance topics, e.g. model risk aggregation / reporting 
• Providing guidance and training to stakeholders on model control topics 
• Responding to audit and regulatory request 

Requirements: 
• Master’s degree (numerical discipline is a plus) 
• Basic understanding of quantitative risk management techniques and financial mathematics 
• Previous exposure to models in a financial institution 
• Experience with managing and extracting management information out of large data sets 
• Excellent written and spoken English 
• Excellent knowledge of MS Office 
• Ability to work both in the team and independently to high quality standards 
• Excellent written and interpersonal communication skills 

Additional assets: 
• Knowledge about regulatory practice in the financial industry 
• Programming skills: VBA or similar; SQL, R, MatLab 
• Background in an audit department of a financial institution
What we offer
UBS offers talented individuals around the world a challenging, diverse and supportive working environment in which passion, commitment and hard work are valued and rewarded.
Take the next step
If you are attracted to joining an organization where every individual’s contribution counts and where your talent will impact on our future, please apply now on www.ubs.com/polandcareers 

dodane przez MJCC