Quant Analyst

Role Overview: As a Quantitative Analyst at UBS, you will play a crucial role in developing and maintaining stress models for traded products in line with regulatory requirements and internal monitoring. Your responsibilities will include interacting with internal and external stakeholders, developing prototype codes, collaborating with other team members, and ensuring regulatory compliance. You will be a part of the Pillar 2 Counterparty Credit Risk Models Crew in Krakow or Mumbai, contributing to the stress credit exposure models of the IB division. Key Responsibilities: - Develop and maintain stress models for traded products (Derivatives and SFTs) in compliance with regulatory requirements - Engage with internal and external stakeholders at all levels, including audit and regulators - Develop prototype codes for productive systems - Collaborate with Risk and Finance expert functions to deliver regulatory compliant solutions - Work with other quantitative analysts to share insights and develop global analysis frameworks - Supervise and oversee staff members to ensure adherence to regulations and internal policies - Understand, represent, and advocate for client needs Qualifications Required: - Sound understanding of asset pricing and/or SFT, OTC, and ETD transactions - Strong analytical skills with the ability to apply techniques from numerical analysis, statistics, and financial mathematics - Experience within the finance sector, preferably utilizing stochastic calculus - Proficiency in Python and R, knowledge of SPARK and Databricks is an advantage - Ability to document model development clearly - Self-driven, organized, and detail-oriented with a solid understanding of the banking industry - MS or PhD degree in mathematics, statistics, physics, computer science, engineering, quantitative finance, or econometrics About the Company: UBS is the world's largest and only truly global wealth manager, operating through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management, and the Investment Bank. With a presence in over 50 countries, UBS stands out for its global reach and expertise. The company is committed to an inclusive culture that values diversity and empowers individuals to bring their unique skills and experiences to the workforce. If you require reasonable accommodations throughout the recruitment process due to disability, UBS is committed to supporting disability inclusion.,