tl;dr 😌
🎯 Dla kogo:
- Minimum licencjat z kierunków ilościowych (matematyka finansowa, statystyka, fizyka, informatyka)
- Znajomość Python lub R (mile widziane C/C#/C++)
- Dobra znajomość angielskiego
- Zainteresowanie rynkami finansowymi
- Praca w pełnym wymiarze
💪 Główne plusy:
- Prestiżowy staż w globalnym banku
- Praca przy zaawansowanych modelach finansowych
- Możliwość wyboru lokalizacji (Kraków/Wrocław)
- Rozwój w obszarze modelowania ryzyka
🔧 Kluczowe zadania:
- Rozwój modeli Lombard Lending
- Programowanie i testowanie prototypów
- Analiza ilościowa
- Modelowanie Monte Carlo
Idealna oferta dla analityków ilościowych, szczególnie studentów/absolwentów kierunków ścisłych zainteresowanych zastosowaniem metod matematycznych w finansach i modelowaniu ryzyka.
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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
City - Kraków, Wroclaw
Job Type - Full Time
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.