Credit Risk Pillar 2 Validation Quant
UBS · Poland
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