full-time
Quant Analyst, Corporate & Retail Credit Scenario Models
UBS
- Employer
- UBS
- Location
- Krakow, Lesser Poland Voivodeship, Poland
- Working pattern
- on-site
About the role
The Quantitative Analyst will develop and maintain stress testing and provisioning models in accordance with international regulatory and accounting standards. They will also perform model performance analysis and communicate technical findings to senior management and risk officers. Candidates must hold a Master's or PhD in a quantitative discipline and possess at least 2 years of experience in credit risk modeling. Proficiency in programming languages such as Python, R, or SQL is required, along with strong knowledge of statistical and econometric methods.