Quantitative Credit Risk Analyst: Stress & IFRS9 Models

UBS; Kraków; On-site; PLN 180,000 - 240,000; Full time

Job summary

UBS in Kraków, Poland is seeking a Quantitative Analyst to develop and maintain stress testing and provisioning models for credit risk. You will apply quantitative risk management, econometrics and financial mathematics to regulatory and business needs, working with Senior Management and Risk Officers.

The role requires a Master’s or PhD in a quantitative field, experience in credit risk modelling (IFRS9/stress), and strong programming skills in Python and SQL. English fluency is essential.

Qualifications

• Master’s or PhD in econometrics, economics, finance, mathematics, financial engineering or statistics.
• Strong knowledge of statistical and econometric methods and their application.
• 2+ years of experience in credit risk modelling with focus on Stress and/or IFRS9 models.
• Fluent in English, both verbal and written.

Responsibilities

• Use quantitative risk management techniques to develop and maintain stress testing and provisioning models.
• Support regulatory initiatives to manage risk.
• Develop, refine and implement risk models.

Education

Master’s or PhD degree in a quantitative discipline

Tools

Python

R

SQL

Job description

UBS in Kraków, Poland is seeking a Quantitative Analyst to develop and maintain stress testing and provisioning models for credit risk. You will apply quantitative risk management, econometrics and financial mathematics to regulatory and business needs, working with Senior Management and Risk Officers.

The role requires a Master’s or PhD in a quantitative field, experience in credit risk modelling (IFRS9/stress), and strong programming skills in Python and SQL. English fluency is essential.