Quantitative Risk Intern: Credit Models and Data Analytics

UBS; Wrocław; On-site; PLN 33,000 - 45,000; Full time

Job summary

UBS in Wroclaw is looking for a Quantitative Risk Intern to analyze large data sets and contribute to innovative credit-risk models. You will join the Credit Corporate & Retail Models Stream, developing and testing risk models in a collaborative environment.

Using Python, R and SAS, you will prototype and deploy models, run ad-hoc analyses and generate regular reports, while gaining business understanding of credit products and risk controls.

Qualifications

• Completed at least two years of bachelor studies.
• Analytical and statistical understanding.
• First experience in programming and statistical software (Python, R, SAS).
• Open, collaborative and proactive personality.
• Diligent and detail-oriented work style.
• Fluent in English; German a plus.
• Keen to acquire business understanding, focusing on credit products.
• Curious about how AI can improve workflows with sound judgment.

Responsibilities

• Analyze data and find patterns driving credit risk.
• Contribute to model development and testing.
• Run model prototypes.
• Help deploy live model features.
• Perform ad-hoc analyses and regular reports.

Skills

Analytical mindset

Statistical understanding

Python

R

SAS

English fluent

Collaborative

Curious about AI

Education

Bachelor’s degree (2+ years)

Tools

Python

R

SAS

Job description

UBS in Wroclaw is looking for a Quantitative Risk Intern to analyze large data sets and contribute to innovative credit-risk models. You will join the Credit Corporate & Retail Models Stream, developing and testing risk models in a collaborative environment.

Using Python, R and SAS, you will prototype and deploy models, run ad-hoc analyses and generate regular reports, while gaining business understanding of credit products and risk controls.