Internship in Quantitative Risk Modeling Team

 We are looking for someone like that to:- develop risk models for various risk types for aggregation purposes- perform impact analysis- code risk models- perform and document model performance and confirmation tests
Your teamYou’ll be working in the Risk Modeling Team placed in Zabierzow, Krakow Business Park.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.Your paid internship will last 3-6 months with the possibility of extension, based on a 30-40 hour week.
Your experience and skillsYou have:- a Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics, Economics, Finance)- fluent English- ability to deliver high quality results in a fast pace environment with tight deadline- sound knowledge of statistical and econometric methods and their application- outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
You are:- excellent in coding skills preferably in R and Matlab- motivated, self-directed and driven
About usExpert 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 offerTogether. 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 stepAre 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