UBS Financial Services Quantitative Economist/Macroeconometrician in Kraków, Poland

Your role:

Does financial and macroeconomic modeling excite you? Are you an innovative thinker? We’re looking for someone like that who can:

– develop and implement econometric models for forecasting financial and macroeconomic variables under baseline and stress conditions

– demonstrate a good understanding of model risks and produce high-quality documentation

– interact with different teams across UBS for modeling and scenario analysis

– be actively involved in the main regulatory initiatives and thrive on the challenges brought on by the changes in the regulatory landscape

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.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.

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.

Your team:

You’ll be working as a part of Forecasting and Scenario Analysis (F&SA) group within the global Political and Country Risk (PCR) in Krakow Business Park. F&SA focuses on the development of the baseline and stress scenarios for UBS and its regional entities. The team covers global macroeconomic and financial risk. The scenarios are developed using a suite of econometric models and involve input from senior management and other experts within UBS.

Stress scenarios represent an area of continuous development, as they are increasingly adopted by banks to assess the impact of external shocks on their business and by regulators to assess the resilience of the financial sector and the economy to adverse events.

Your experience and skills:

You have:

– Master’s or PhD degree in Economics/Econometrics/Finance or a related field

– an established record of working with macroeconomic data and solid knowledge of econometric models used for forecasting

– at least two years of working experience in the financial industry, economic consultancy or academic/professional research

– knowledge of statistical modeling software (R is a must, knowledge of Matlab, Eviews, Stata will be a plus) and LaTeX

– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)

– experience working with large datasets (e.g. data mining and machine learning) is a plus

– experience involving quantitative economic analysis and/or quantitative finance for stress testing is a plus

– having produced publication quality papers with econometric content is a plus

You are:

– team-oriented but able to complete tasks independently to a high standard

– a strong communicator, able to clearly explain technical topics to non-technical audience

– structured, organized, and detail-oriented

– fluent in English

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?

Your colleagues:

Job Reference #: 175083BR

Business Divisions: Corporate Center

Title: Quantitative Economist/Macroeconometrician

City: Kraków

Job Type: Full Time

Country / State: Poland

Function Category: Risk