Internship in Credit Methodology Team

Your role

Then we are looking for someone like that to:
- develop quantitative risk models for credit risk
- code risk models
- perform impact analysis
- prepare model documentation

Your team

We develop, refine, implement, and maintain mathematical and statistical models to measure credit risk across UBS to assess our capital requirements. 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. Role is located in Zabierzow, Krakow Business Park.

Your paid internship will last 3-6 months with the possibility of extension, based on 30-40 hour/week.

Your experience and skills

You are:
- a Bachelor's / Master's or PhD student in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics, Economics, Finance)
- very good in English
- able to deliver high quality results in a fast pace environment with tight deadline

You have:
- excellent coding skills in R
- sound knowledge of statistical and econometric methods and their application
- outstanding conceptual and analytical capabilities combined with very good interpersonal and communication skills
- knowledge of LaTeX- is a plus

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 people around the world a supportive, challenging and diverse working environment. We 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