Quant Analyst - Credit Scenario & Risk Models

UBS; Wrocław; Hybrid; PLN 180,000 - 300,000; Full time

Job summary

UBS in Poland is seeking a Quantitative Analyst to develop and maintain stress testing and provisioning models, applying techniques from quantitative risk management, financial mathematics, and econometrics to measure credit risk across portfolios.

The role involves supporting regulatory initiatives, refining models, documenting performance, and communicating results to Senior Management and Risk Officers. Fluent English and a collaborative, detail‑oriented mindset are essential.

Qualifications

• Master's or PhD in a quantitative discipline (Econometrics, Economics, Finance, Mathematics, Financial Engineering, Statistics)
• 2+ years of experience in credit risk modelling with focus on Stress and/or IFRS9 models
• Experience with Python; knowledge of R/SQL is a plus
• Fluent in English (verbal and written)

Responsibilities

• Develop and maintain stress testing and provisioning models using quantitative risk management techniques
• Support regulatory initiatives to manage risk
• Contribute to development, refinement and implementation of risk models
• Perform and document model performance and confirmation analysis
• Communicate technical information to Senior Management, Risk Officers and SMEs

Skills

Statistical & econometric methods

Python programming

Analytical thinking

Communication with senior management

Education

Master's or PhD in Econometrics/Economics/Finance/Mathematics/Statistics

Tools

Python

R

SQL

Job description

UBS in Poland is seeking a Quantitative Analyst to develop and maintain stress testing and provisioning models, applying techniques from quantitative risk management, financial mathematics, and econometrics to measure credit risk across portfolios.

The role involves supporting regulatory initiatives, refining models, documenting performance, and communicating results to Senior Management and Risk Officers. Fluent English and a collaborative, detail‑oriented mindset are essential.