Quant Modeling Specialist - Intern

UBS; Wrocław; On-site; PLN 48,000 - 66,000; Full time

Benefits offered by this job

Flexible working options

Inclusive culture

Job summary

UBS in Poland is seeking a Quantitative Analyst Intern to join our PPNR Stress Testing team in Kraków/Wroclaw. You will work with experienced analysts to develop models and gain hands-on experience in applying quantitative methods to financial stress scenarios.

As part of the team, you will build and refine projection models, use Python to explore data, and contribute to documentation and governance processes.

Qualifications

• Strong quantitative mindset with interest in finance.
• Studying or recently graduated in a quantitative field.
• Foundations in statistics and time-series analysis.
• Python for data analysis and modeling.
• Good communication and collaboration skills.

Responsibilities

• Develop and enhance quantitative projection models using time-series data and regression.
• Work with large datasets, using Python to explore data and identify relationships.
• Build analytical tools to support model testing and monitoring.
• Assist in model calibration, testing, and end-to-end development.
• Document methodologies, assumptions, and results clearly.
• Support model validation and governance processes.
• Collaborate with analysts and stakeholders on model development.
• Prepare analyses and presentations for technical and non-technical audiences.

Skills

Data science

Statistics

Econometrics

Python

Time-series

Modeling

Education

Quantitative field degree

Tools

Python

Pandas

Job description

Key Responsibilities

Are you interested in applying data science, statistics and econometrics to real-world problems in global finance? Do you enjoy working with data, building models and understanding what drives financial performance?

Job Type

Temporary / Contract

Job Reference #

345022BR

City

Kraków, Wroclaw

Key Responsibilities

Are you interested in applying data science, statistics and econometrics to real-world problems in global finance? Do you enjoy working with data, building models and understanding what drives financial performance?

We are looking for a Quantitative Analyst Intern to join our PPNR Stress Testing team. You will work alongside experienced quantitative analysts and gain hands‑on experience in developing and applying models used to understand how financial businesses may perform under different economic scenarios.

In this role, you will:

• Develop and enhance quantitative projection models using time-series data, regression techniques and other statistical and econometric approaches.
• Work with large financial and economic datasets, using Python to explore data, identify relationships and translate analytical findings into modelling solutions.
• Build and improve analytical tools supporting model testing, diagnostics, performance monitoring and efficient model execution.
• Support model calibration, testing and implementation, gaining practical experience with the end-to-end model development lifecycle.
• Contribute to high-quality model documentation, clearly explaining methodology, assumptions, limitations and analytical results.
• Gain exposure to model validation and governance, supporting models as they progress through independent review and approval processes.
• Collaborate with quantitative analysts, business experts and other stakeholders on model development, implementation and review.
• Support quarterly model execution and analysis, helping the team understand and explain model results under baseline and hypothetical stress scenarios.
• Prepare clear analyses and presentations that communicate quantitative results to both technical and non-technical audiences.

The team

Banking regulators around the world require systemically important financial institutions to demonstrate their ability to withstand adverse economic conditions through processes commonly referred to as stress testing. This makes quantitative modelling an important part of risk and capital management.

You will join our PPNR Stress Testing team, where we develop and maintain mathematical and econometric models that project financial performance under baseline and hypothetical stress scenarios over a multi-year horizon.

Our work sits at the intersection of data science, econometrics, finance and risk management. As an intern, you will have the opportunity to see how quantitative techniques learned at university are applied to real financial data and business problems, while developing practical modelling, programming and communication skills.

Your Skills And Experience

We are looking for a student or recent graduate with a strong quantitative mindset and genuine interest in applying analytical methods to finance.

You will ideally have:

• Current or recently completed studies in a quantitative field such as data science, statistics, econometrics, economics, finance, mathematics, computer science, physics, engineering, or a related discipline.
• A good foundation in statistics, regression analysis and/or time-series analysis. Familiarity with methods such as ARDL, ECM, ARIMA, VAR or GLM is an advantage, but we do not expect you to be an expert in all of them.
• Practical experience with Python for data analysis, statistical modelling or machine learning, whether gained through university coursework, research, internships or personal projects.
• Curiosity about financial markets, banking, economics and risk management. Previous professional experience in finance is not required.
• The ability to approach problems analytically, work with data and explain your conclusions clearly.
• Strong written and verbal communication skills and an interest in learning how complex quantitative analysis can be communicated to different audiences.
• Attention to detail, intellectual curiosity and a willingness to challenge assumptions and explore alternative approaches.
• A collaborative mindset and enthusiasm for learning from experienced quantitative professionals while contributing your own ideas.
• You’re curious to explore how AI can improve how we build, deliver and optimise workflows. You do this with sound judgment - validating outputs and aligning with policies, risk standards and ethical use.

About Us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Contact Details

UBS Business Solutions SA

UBS Recruiting

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.

Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through [e-mail]