Quant Analyst, Corporate & Retail Credit Scenario Models (m|f|x) Krakow

The Corporate & Retail Credit Scenario Models team within the Credit Corporate and Retail Models Stream in Krakow, Poland, is part of the group-wide Quantitative Risk Methodology department.

The team develops, refines, implements, and maintains mathematical, statistical, and stress testing models to measure credit risk across UBS’s various credit portfolios for regulatory and business management purposes.

This specific sub-team focuses on developing and maintaining stress testing and provisioning models for the bank’s Specialized Lending & International Commercial Real Estate portfolios.

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and specialized investment banking capabilities. Headquartered in Zurich, Switzerland, UBS operates in more than 50 markets around the world.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than the sum of our parts.

Tasks

Are you interested in quantitative risk modeling and knowledgeable about statistical, mathematical, and econometric models used in the financial industry? Do you have experience in credit risk? Are you an innovative thinker who likes to challenge the status quo and apply new analytical techniques to solve quantitative problems?

At UBS, we’re reimagining the way we work, the way we connect with each other—our colleagues, clients, and partners—and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We’re looking for a Quantitative Analyst to develop and maintain stress testing and provisioning models:

• use techniques from quantitative risk management, financial mathematics, and econometrics to develop and maintain stress testing and provisioning models in accordance with international regulatory and accounting standards
• support ongoing and new regulatory initiatives to manage our risk
• contribute to the development, refinement, and implementation of risk models
• perform and document model performance and validation analysis
• communicate technical information to senior management, risk officers, and subject matter experts

Profile / Your qualification / Your personality

• Master’s or Ph.D. degree in a quantitative discipline (e.g., econometrics, economics, finance, mathematics, financial engineering, statistics)
• solid knowledge of statistical and econometric methods and their application
• analytical and conceptual skills combined with a strong understanding of statistics
• 2+ years of experience in credit risk modeling with a focus on stress and/or IFRS 9 models
• Experience in programming and the use of statistical software (with a focus on Python; knowledge of other languages such as R and SQL is a plus)
• A diligent and detail-oriented work style
• Fluent in English, both verbally and in writing
• You’re curious to explore how AI can improve the way we build, deliver, and optimize workflows. You do this with sound judgment—validating outputs and ensuring alignment with policies, risk standards, and ethical use.

That awaits you

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, offering new challenges, a supportive team, opportunities for growth, and flexible work arrangements whenever possible. Our inclusive culture brings out the best in our employees, no matter where they are in their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. 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 the sum of our parts.

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Location

Aleja Pokoju 18A, PL-31-564 Kraków