Quantitative Risk Modeling Intern

UBS; Wrocław; Sur place; PLN 28 000 - 39 000; Plein temps

Résumé du poste

UBS is seeking an intern for the Lending Values 2 team in Kraków or Wroclaw to develop and maintain Lombard Lending models for banking and trading books, and to build prototypes tested for production IT systems.

You will work in a fast-paced environment, applying econometric and financial techniques, with exposure to Monte Carlo simulations and collaboration across stakeholders while ensuring adherence to regulations and internal policies.

Qualifications

• Bachelor's degree in a quantitative field such as financial mathematics, statistics, econometrics, physics, applied mathematics, computer science or economics.
• Proficiency in Python or R and Excel; knowledge of C/C++ is a plus.
• Interest in financial markets and ability to communicate in English.
• Self-directed, creative, curious about applying AI to workflows while ensuring policy alignment.

Responsabilités

• Develop and maintain Lombard Lending models for banking and trading books.
• Build prototypes and test codes for production IT systems.
• Ensure models are fit for purpose and compliant with regulations.
• Support stakeholder requests and collaborate with the Lending Values 2 team.

Connaissances

Python

R

Excel

C/C++

English

Analytical mindset

AI interest

Formation

Bachelor's degree in quantitative field

Description du poste

UBS is seeking an intern for the Lending Values 2 team in Kraków or Wroclaw to develop and maintain Lombard Lending models for banking and trading books, and to build prototypes tested for production IT systems.

You will work in a fast-paced environment, applying econometric and financial techniques, with exposure to Monte Carlo simulations and collaboration across stakeholders while ensuring adherence to regulations and internal policies.