Internship in Quantitative Risk Model Validation Team

Your role

For our global model validation team we’re looking for an Intern who can:

– assess a model's conceptual soundness and methodology
– check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments
– review outcome, impact, or benchmark analyses and develop a benchmark model (as appropriate)
– assess model risk, including model robustness analysis and identification of limitations
– document the analysis, findings and conclusion in a validation report
– interact with stakeholders (e.g. model developer/owner, model governance committees, and senior management)

Your team

You’ll be working in the Model Risk Management & Control team in Zabierzow (Krakow Business Park). Our global team is responsible for the independent validation of all risk models used within UBS. The model universe encompasses credit and issuer as well as market, treasury and consequential risk models including regulatory capital, economic capital, stress testing and other risk management applications.

Our internship is an ideal way to gain the work experience you’ll need to launch your career. 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 have:
– strong background in financial mathematics, statistics, or econometrics (preferably Bachelor’s or Master’s degree in one of those areas)
– sound knowledge of statistics and econometrics
– ability to apply quantitative techniques to solve practical problems
– good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally
– understanding of financial markets and products

You are:
– proficient in using statistical modeling software (e.g. R, Matlab)
– fluent in English, both oral and written 
– co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to highest quality standards

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