Quantitative Risk Modeling Intern | Python/R

UBS; Kraków; On-site; PLN 45,000 - 78,000; Full time

Job summary

UBS is seeking an intern to develop and maintain Lombard Lending models for both banking and trading books, and to build prototypes and tests for production IT systems. You will work in Kraków or Wroclaw within the Lending Values 2 team, part of the Quantitative Risk Methodology department.

The role involves applying econometrics and Monte Carlo techniques to measure credit exposure, with a focus on accuracy, compliance, and collaboration with stakeholders. English proficiency is required.

Qualifications

• Bachelor's degree in a quantitative field such as financial mathematics or econometrics.
• Proficiency in Python or R and Excel; C/C++ is a plus.
• Interest in financial markets and good English communication.
• Curiosity about applying AI to improve workflows with sound judgment.

Responsibilities

• 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 across teams.

Skills

Python

R

C/C++

Excel

English

Education

Bachelor's degree in quantitative field

Tools

Python

R

Excel

Job description

UBS is seeking an intern to develop and maintain Lombard Lending models for both banking and trading books, and to build prototypes and tests for production IT systems. You will work in Kraków or Wroclaw within the Lending Values 2 team, part of the Quantitative Risk Methodology department.

The role involves applying econometrics and Monte Carlo techniques to measure credit exposure, with a focus on accuracy, compliance, and collaboration with stakeholders. English proficiency is required.