full-time
Quant Analyst - Investment and ECAP Market Risk Stress Testing
UBS
- Employer
- UBS
- Location
- Krakow, Lesser Poland Voivodeship, Poland
- Working pattern
- on-site
About the role
Develop quantitative methodologies to stress mark-to-market values and forecast market risk losses for Economic Capital modelling. Collaborate with cross-functional teams to implement stress testing for new products and maintain high-standard technical documentation. Requires a Master's degree in a quantitative discipline and experience in market risk model development or validation. Candidates must be proficient in Python or R and possess strong knowledge of financial product payoffs and risk sensitivities.