Credit Risk Pillar 2 Validation Quant

UBS • Commercial & Retail Banks • Wealth Management & Financial Advisors • 8 days ago
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Location
In office (Poland)

Confirmed on the employer's own hiring board on Oct 19, 2026. First seen by Alion on Oct 6, 2026. UBS scores B on the Alion truth index.

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UBS

Headquartered in Zurich, Switzerland, UBS is a leading global financial services firm and one of the world's largest wealth managers. The company provides a comprehensive range of solutions, including private banking, personal and corporate banking, asset management, and investment banking services. Operating in major financial centers across the globe, the institution assists high-net-worth individuals, corporations, and institutional clients in managing and growing their assets.
ubs.com • HQ: Zurich, Switzerland • Asset Management & Funds • Investment Banking & M&A Advisory • Wealth Management & Financial Advisors • Commercial & Retail Banks • 5000+ employees • Est. 1998
Tech stack of UBS
Backed by Blue Lion
Do you enjoy challenging complex corporate credit risk models and making sure they perform in both business-as-usual and stressed conditions? Are you looking to grow your quantitative career in a global model risk team while working from Krakow?

We’re looking for a Model Validation Quant to:

- validate Pillar 2 corporate credit risk models (PD, LGD, EAD)

- design and perform quantitative tests, back-testing and benchmarking analyses for corporate credit models

assess model methodology, assumptions, data quality and limitation

- prepare high-quality validation reports and present key findings to stakeholders across the bank

- conduct ad-hoc analyses for senior management and regulators

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