Senior Counterparty Credit Risk Modeling Specialist

UBS; Kraków; On-site; PLN 120,000 - 180,000; Full time

Job summary

UBS is seeking a quantitative risk modelling specialist in Kraków to develop and maintain IMM-based approaches for OTC, SFT, and ETD exposures. You will engage with risk experts worldwide to deliver efficient, regulatorily compliant solutions and interact with regulators on Basel 3f/CRR3 Pillar 1 contexts.

You should have 3+ years in quantitative risk modelling, strong IT skills (Python/SQL/C/C++, Java) and fluent English.

Qualifications

• Graduate/PhD in a quantitative field with strong analytical skills.
• At least 3+ years in quantitative risk modelling, with CCR knowledge.
• Experience communicating with regulators and preparing written documentation.
• Strong IT and data handling with Python, SQL and other languages.
• Fluent in English, oral and written.

Responsibilities

• Develop and maintain IMM-based approaches for OTC, SFT and ETD exposures.
• Collaborate with risk expert functions and global teams to deliver compliant solutions.
• Address regulatory requirements promptly and efficiently.
• Interact with regulators in Basel 3f / CRR3 Pillar 1 contexts for UBS.
• Support other regulatory projects impacting the Risk organization.

Skills

3+ years experience in quantitative风险模

Quantitative risk modelling

Regulatory practice

Stochastic modelling

Communication with regulators

SFT/OTC/ETD knowledge

Financial markets knowledge

Model documentation

Python

SQL

C#

C++

Java

Large data handling

AI for workflows

English fluency

Education

PhD or MA in Mathematics, Physics, Statistics or Econometrics

Tools

Python

SQL

C#

C++

Java

Job description

UBS is seeking a quantitative risk modelling specialist in Kraków to develop and maintain IMM-based approaches for OTC, SFT, and ETD exposures. You will engage with risk experts worldwide to deliver efficient, regulatorily compliant solutions and interact with regulators on Basel 3f/CRR3 Pillar 1 contexts.

You should have 3+ years in quantitative risk modelling, strong IT skills (Python/SQL/C/C++, Java) and fluent English.