Are you adept at credit risk matters and familiar with quantitative modelling? Do you have knowledge of IFRS9? Do you know how to work well within a team to develop and deliver solutions?
We’re looking for a quantitative credit risk specialist to:
You’ll be working in the Scenario Loss Methodology, which is part of Risk Methodology, based in Zabierzów (Kraków Business Park). Our role is to develop and maintain all firm-wide Pillar 2 credit risk models as well as IFRS9 and play a vital role in ensuring our models are fit for purpose from a regulatory perspective. As a Credit Risk Quantitative Specialist, you'll be delivering best-in-class model support.
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.