Quantitative Developer / Data Scientist

Job description

Poland, United Kingdom
Group Functions

Job Reference #



Kraków, London, Warsaw, Wroclaw

Job Type

Full Time

Your role

Are you an innovative thinker who enjoys building tools/ models to solve business problems?
Are you confident at iteratively refining user requirements and building prototypes to advance their requirements along the way?
Can you provide solutions that will solve business problems without over complication and unsupportable designs?
Most importantly, do you appreciate the power of data and the business value that it brings to end users?

We are looking for someone like that who can:

  • Assist the team with a broad set of analytics and visualization skills to build out analytics capabilities for Group Treasury (GT) and ALM ideally in Python
  • Work on the existing Big Data environment primarily in Pyspark to synthesize large amounts of data
  • Build new models/ tools as well as support and enhance existing
  • Work to tight timelines and produce weekly deliveries. The teamwork in a production lab meaning refinements can happen quickly and a true agile working environment is expected from our stakeholders
  • Collaborate with Group Treasury and ALM stakeholders to develop tools/ models and show results in Tableau

Your team

Group Treasury is responsible for the efficient management of UBS's financial resources and ALM is a trading business that manages UBS's balance sheet portfolio risks. Together, they manage and optimize the Banks consumption of balance sheet capacity, capital, liquidity and funding and manage the risk exposure of the consolidated balance sheet.

Your team focuses on Group Treasury Quantitative modelling within the department applying statistical methods to add real business value. We are a team of Quants/ Data Scientists who build models in a production lab then successful prototypes are industrialized to comply with production standards within UBS. We have a close collaboration with IT Dev Ops who also support in the entire process and maintain/ enhance the production platform along with partnering closely with the Treasury business.

Your expertise

  • A Master’s degree or PhD in a quantitative discipline
  • Numerical agility and ability to work with a large amount of data ideally experience in Pyspark (a willingness to learn Python/ Pyspark is a must)
  • Strong analytical skills, mathematical fluency, and programming abilities and familiarity with some Data science libraries such as numPy, Pandas, Scikit-learn, TensorFlow, Keras and ideally with the Databricks ecosystem for Big Data technologies
  • Hands-on experience with big data analytics and working with unstructured data – it is vital that the candidate can demonstrate their approach to analyzing and understanding data coming into the environment
  • Good understanding of big data exploration, data modelling, predictive analytics and time series analysis using statistical methods (decision trees, regression techniques, pattern recognition, time series prediction etc.)
  • Ability to explain, visualize and work with large volumes of data but explain in a concise and compelling, manner findings to a non-technical user
  • Ideally some experience within a software development capacity with an appreciation for supportable and scalable code in a production-controlled environment
  • Willing to take care of the full lifecycle of gathering user requirements, prototyping, iterating through designs with users, testing, deploying and supporting finished tools/ models – communicating with end users at all times
  • Tableau experience is a plus (or other UI) as is experience with Cloud computing

  • LI-UBS

About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Join us

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.

Disclaimer / Policy Statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.

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