UBS Financial Services Quantitative Financial Economist in Kraków, Poland
Does financial and economic modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can:
– develop and implement econometric models for forecasting financial variables under baseline and stress conditions
– construct alternative scenarios for stress testing purposes, with a focus on forecasting financial indicators under stress conditions
– demonstrate soundness of model and scenario assumptions
– interact with different teams across UBS for modelling and scenario analysis
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.
You will be working as part of the global Political and Country Risk – Economic Forecasting and Scenario Analysis Team in Zabierzów (Krakow Business Park). Our mandate is the development of macroeconomic scenarios for stress testing and business planning for UBS and regional entities. This requires a sound knowledge of macroeconomic theory, econometric modelling skills, as well as the interaction with experts and management. Scenario analysis for stress testing is a field in continuous development, as it is being increasingly adopted by banks to assess the impact of external shocks as part of risk management and regulatory exercises.
Your experience and skills:
– Master’s or PhD degree in a quantitative field (e.g. econometrics, financial economics, statistics, engineering, mathematics).
– knowledge of financial markets
– solid knowledge of econometric models used for forecasting financial variables
– at least two years of working experience in the financial industry, economic consultancy or research
– knowledge of statistical modeling software (R is a must, knowledge of Matlab, Eviews, Stata is a plus) and LaTeX
– strong analytical, problem-solving and synthesizing skills (you know how to figure things out)
– experience in market risk and/or trading is a plus
– 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
– 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
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?
Job Reference #: 177847BR
Business Divisions: Corporate Center
Title: Quantitative Financial Economist
Job Type: Full Time
Country / State: Poland
Function Category: Quantitative Analysis, Risk