About this role
Quant Analyst, Corporate & Retail Credit Scenario Models at UBS. Location: Kraków or Wrocław. Role: developing models, maintaining models, performing analysis Requirements: Master's/PhD in quantitative discipline, 2+ years credit risk modelling (stress/IFRS9), statistical/econometric expertise, programming in Python (R, SQL a plus), strong analytical and communication skills. Category: Data and Analytics Seniority: Entry Level Tools: Python, R, SQL Commitment: Full Time Workplace: Onsite Languages: English