Quant Modeling Specialist - Intern
UBS · Poland
Are you interested in applying data science, statistics and econometrics to real-world problems in global finance? Do you enjoy working with data, building models and understanding what drives financial performance?We are looking for a Quantitative Analyst Intern to join our PPNR Stress Testing team. You will work alongside experienced quantitative analysts and gain hands-on experience in developing and applying models used to understand how financial businesses may perform under different economic scenarios.
In this role, you will:
• Develop and enhance quantitative projection models using time-series data, regression techniques and other statistical and econometric approaches.
• Work with large financial and economic datasets, using Python to explore data, identify relationships and translate analytical findings into modelling solutions.
• Build and improve analytical tools supporting model testing, diagnostics, performance monitoring and efficient model execution.
• Support model calibration, testing and implementation, gaining practical experience with the end-to-end model development lifecycle.
• Contribute to high-quality model documentation, clearly explaining methodology, assumptions, limitations and analytical results.
• Gain exposure to model validation and governance, supporting models as they progress through independent review and approval processes.
• Collaborate with quantitative analysts, business experts and other stakeholders on model development, implementation and review.
• Support quarterly model execution and analysis, helping the team understand and explain model results under baseline and hypothetical stress scenarios.
• Prepare clear analyses and presentations that communicate quantitative results to both technical and non-technical audiences.