Quantitative Risk Internship - Corporate & Wholesale Credit Risk

Quantitative Risk Internship - Corporate & Wholesale Credit Risk Your role

Do you have a sharp, analytic mindset? Do you enjoy diving into large data sets and using statistical programs to produce valuable insights for the business? Are you an innovative person motivated to contribute to highly specialized solutions?

For our Quantitative Risk Internship we're looking for someone like you to :

• support the analysis of data to find patterns that drive the risk of credit clients
• contribute to model development and model testing
• run model prototypes
• help setting live new model features

Your team

You will be working in the Corporate & Wholesale Credit Risk Scenario Models team within Credit Corporate Risk Models Stream in Krakow, Poland, which is part of the group-wide Quantitative Risk Methodology department. Our team develops, refines, implements, and maintains mathematical, statistical and stress testing models to measure credit risk of UBS's various credit portfolios for regulatory and business steering purposes. The team focusses on developing and maintaining stress testing, provisioning and climate risk models for various Corporate & Wholesale portfolios.

We interact with several departments across the bank including Credit Officers & Portfolio Underwriters, Front Office, Finance, IT, Independent Validation Unit and Audit on a regular basis. For the development of our methodologies, we use techniques from quantitative risk management, financial mathematics and econometrics. Models are both developed and implemented by the team primarily using R or Python.

Diversity helps us grow, together. That's why we aremitted to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

Your expertise

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 ourpetitors.

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

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We're dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That's why collaboration is at the heart of everything we do. Because together, we're more than ourselves.

We'remitted to disability inclusion and if you need reasonable amodation / adjustments throughout our recruitment process, you can always contact us. Job ID 320657BR