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Internship in Quantitative Risk Model Validation

Lokalizacja: Kraków

Ogłoszenie Bezpośrednie

Szczegóły oferty:

Your role

Are you an innovative thinker who likes to challenge the status quo? Are you an engaged and motivated personality who likes to understand the big picture? For our global model validation team we’re looking for an intern who can:
–assess model's conceptual soundness and methodology,
–check appropriateness of assumptions, parameters, model calibrations, qualitative or expert adjustments,
–review outcome, impact, or benchmark analyses and develop a benchmark model,
–assess model risk, test model robustness and identify model limitations,
–document the analysis, findings and conclusion in a validation report,
–interact with stakeholders (e.g. model developer/owner, model governance committees, and senior management).

Your team

You’ll be working in the Model Risk Management & Control Product Valuation Models team in Zabierzow (Krakow Business Park). Our global team is responsible for the independent validation of all risk models used within UBS. The area of focus is counterparty credit risk which includes modelling of collateral process, initial margin, market risk drivers, sensitivities, cross- and inter-asset correlations.

Your paid internship will last 3-6 months with the possibility of extension, based on a 30-40 hour week.

Your expertise

– strong background in financial mathematics, statistics (preferably Bachelor’s or Master’s degree in one of those areas),
– sound knowledge of stochastic calculus and statistics,
– understanding of financial markets and derivatives,
– ability to apply quantitative techniques to solve practical problems,
– good programming skills in one of the following languages: C#, Python, R, C++,
– good communication skills and the ability to explain technical topics clearly and intuitively, both written and orally,
–fluent in English, in oral and written form,
–co-operative and team-orientated, while being able to motivate and organize yourself and complete tasks independently to highest quality standards.

About us

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?

Join 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 on ubs.com/polandcareers

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.

Dodano dnia: 26-03-2019



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