Quantitative Internship, Lombard Lending Models

Beschreibung:

Job Reference #
308484BR

Job Type
Full Time

Your role
Do you have a sharp, analytic mindset? Do you like when things are moving fast? Are you passionate about advanced quantitative techniques that lead to tangible results? For our Quantitative Risk Internship Program we are looking for several people like that who can help us to:

* develop and maintain Lombard Lending models for both banking and trading book
* build prototype, including testing codes that will be used in productive IT systems
* make sure that these models are fit for purpose
* ensure adherence to applicable regulations and internal policies
* support various stakeholder requests

Your team
You'll be working in the Lombard Lending Models Stream within Quantitative Risk Modelling Team in Poland (Kraków or Wrocław). We develop and maintain the credit exposure measurement capabilities of the GWM and IB divisions. The quantitative methods we use are based on econometrics and mathematical finance techniques and involve Monte Carlo-based simulations.

Your expertise

* at least a bachelor's degree in financial mathematics, statistics, econometrics, physics, applied mathematics, computer science, economics or another quantitative area
* good IT skills in Python or R as well as in Excel. C/C#/C++ is a plus
* interest in financial markets (experience is a plus)
* good in English, both spoken and written
* motivated, self-directed and creative

About Us
UBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

How We Hire

We may request you to complete one or more assessments during the application process. Learn more

Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?

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.

Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through Poland-Whistleblowing@ubs.com