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Market Risk Data Analyst

Your role

Do financial markets excite you? Do you have a passion for data? We’re looking for someone like that who can:
• improve, streamline and automate the sourcing, management and maintenance of market data in the market data platform
• manage, run and further improve the periodic recalibration process of the Value-at-Risk model
• develop and write requirements and design specifications for process, workflow and user-interface changes in the market data platform, and participate in the implementation and testing
• monitor and review data quality and develop strategies for data quality assurance
• contribute to analyses/responses demanded by internal and external parties (e.g. regulators, audit).

The position offers the opportunity to contribute to global initiatives within UBS, interact with colleagues across functions and locations, and gain a good understanding of the firm's Value-at-Risk model, financial products in a global bank portfolio, as well as the regulatory requirements in the market risk area.
 
Your team

You'll be working as a Market Data Analyst in the Market Risk Methodology team in Zabierzów (Kraków Business Park). The team is responsible for developing and maintaining the Group-wide Value-at-Risk model. Within the team you will be responsible for managing and maintaining large volumes of market data used in the firm's global Value-at-Risk model for the ongoing improvement of the IT platform in which the data resides.

You will contribute to the success of a small and dynamic team of specialized professionals with a global presence. We will offer you an environment geared towards individual and team performance, and an open collaborative culture that values the contribution of every individual.
We are offering of part time working (50-100%) in the team.
 
Your experience and skills
 
You have:
• master's degree in a quantitative discipline or Economics/Finance
• good numerical and statistical skills
• strong coding skills in the statistical software R
• knowledge of database design and Oracle SQL, knowledge of LaTex document creation would be an asset
• competency in working with large data sets, statistical analysis, regression models
• basic knowledge of financial markets


You are:
• Very diligent, detail-oriented and having an accurate way of working
• Highly self-motivated, pro-active and able to work collaboratively
• Fluent in English