Quantitative Risk Internship
UBS
- Kraków, małopolskie
- Praktyka
- Niepełny etat
- 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
- perform ad-hoc analyses and regular reports
UBS RecruitingYour teamYou will be working in the Corporate Credit Risk Models Stream in the Credit Decisioning and Risk Based Monitoring Team in Wroclaw or Kraków. We develop, refine and maintain credit decision models and risk-based monitoring models used to identify credit positions with deteriorating risk profiles in our retail credit books. Also, we provide models to estimate the value of real estate securing the mortgage business. We initially develop our models as prototype versions by applying quantitative and statistical approaches, primarily in Python, R and SAS. We work together with IT engineers on implementation of the models into the productive IT environment. To effectively design performant solutions, we have to develop a deep understanding of the portfolio specifics, products and respective markets and actively collaborate with different areas in the bank including departments in Risk Control, Front Office and IT.Your expertise
- completed at least two years of your Bachelor's degree studies
- analytical and conceptual skills combined with good statistical understanding
- first experience in programming and the use of statistical software (e.g. Python, R, SAS)
- open, collaborative and pro-active personality
- diligent and detail-oriented work style
- fluent in English, some German is a plus
- keen to acquire business understanding, with a focus on credit products