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Position: Quant - Data Analyst
Institution: UBS Group AG
Location: Kraków, Poland
Duties: develop methodologies to assess and analyze portfolio risks for UBS Group from an economic capital perspective; condense complex information into easy to understand material; analyze diverse credit portfolio data including an array of different financial products; build front end tools which visualize information in an easy to grasp manner
Requirements: a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance, Computer Science); good knowledge about quantitative portfolio risk modelling. Experience in economic capital and credit concentration modelling is a plus; experience with front end development and user-facing features; knowledge about various risk measures such as Value-at-Risk, Expected Shortfall and how to analyze break-downs and contributions to these risk measures is a plus; experience in handling large datasets and knowledge about databases such as Oracle (KDB is a plus); good knowledge across a large variety of bank products offered in different business divisions (e.g. traded products, mortgages, loan products, etc.); organizational skills with the ability to work under pressure within tight deadlines; able to explain complex topics in simple terms and condense information down to its core principles; a great communicator (and you know how to handle challenging situations); team-orientated, while able to complete tasks independently; an expert user of the R, Shiny, Python and SQL; fluent in English
   
Text: http://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?partnerid=25008&siteid=5012&PageType=JobDetails&jobid=216823&frmSiteId=5050 Skip to the first action element of main content UBS - Experienced professionals - job boards Logo Job search Why UBS?Careers blogSocial media buzzFAQ Sign In Swipe left and right to navigate between previous and next jobs. Quant - Data Analyst Poland Risk Corporate Center Job Reference # 214378BR City Kraków Job Type Full Time Your role Are you adept at risk matters and familiar with quantitative modelling? Are you interested in Statistical Portfolio Modeling? Do you enjoy working in a highly specialized team to develop and deliver solutions? Then this position is for you: • develop methodologies to assess and analyze portfolio risks for UBS Group from an economic capital perspective • condense complex information into easy to understand material • analyze diverse credit portfolio data including an array of different financial products • build front end tools which visualize information in an easy to grasp manner. Your team You’ll be working in the Firm-Wide Stress Methodology team in Krakow. Our role is to develop portfolio models and analysis tools for assessing the impact of simulated risk scenarios on the firm’s profitability and capital adequacy. To make this easily accessible for Senior Management, we need a front end tool that displays relevant information and enables analysis to understand the source of the risks from different segments of the portfolio. *LI-UBS Your expertise • a Master's or PhD degree in applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering, Economics, Finance, Computer Science) • good knowledge about quantitative portfolio risk modelling. Experience in economic capital and credit concentration modelling is a plus. • experience with front end development and user-facing features. • knowledge about various risk measures such as Value-at-Risk, Expected Shortfall and how to analyze break-downs and contributions to these risk measures is a plus • experience in handling large datasets and knowledge about databases such as Oracle (KDB is a plus) • good knowledge across a large variety of bank products offered in different business divisions (e.g. traded products, mortgages, loan products, etc.); • organizational skills with the ability to work under pressure within tight deadlines • able to explain complex topics in simple terms and condense information down to its core principles • a great communicator (and you know how to handle challenging situations) • team-orientated, while able to complete tasks independently • an expert user of the R, Shiny, Python and SQL • fluent in English Nice to have • You'll have exposure to a variety of portfolios, ranging from Investment Banking and Lombard lending to retail lending and develop an in-depth understanding of each of them • Ability to research, develop and implement analysis tools for cutting edge risk models Your colleagues 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 more than 50 countries. Do you want to be one of us? Join us We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now. Contact Details UBS Recruiting Poland 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. English Terms of use Privacy statement Report fraudulent mail Cookies IBM Online Privacy Statement
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