Independent Valuation Methodologies Analyst

UBS; Kraków; On-site; PLN 120,000 - 180,000; Full time

Job summary

UBS in Kraków is seeking a specialist for MRMC – Valuation Methodologies, focusing on independent review and governance of Fair Value and Prudent Value methodologies. You will collaborate with Valuation Control Services, Methodology Owners and Quantitative Teams to provide challenge and oversight.

The role involves evaluating design principles, calibration approaches and documentation standards, with hands-on Python work to test methodology calculations and data usage.

Qualifications

• Experience in quantitative, valuation, risk or control roles within a financial services environment.
• Ability to independently assess complex technical material and articulate clear conclusions.
• Strong Python skills with numerical and data analysis libraries (NumPy, pandas, SciPy).

Responsibilities

• Perform independent reviews of Fair Value methodologies, including IPV, Liquidity VA and Model VA.
• Review and challenge Prudent Value methodologies, including design principles and calibration approaches.
• Assess methodology proposals and extensions from developers and owners.
• Ensure methodologies align with governance frameworks and documentation standards.
• Prepare clear, well-reasoned review conclusions for governance and approval forums.
• Maintain oversight of remediation actions from reviews.
• Support internal audits and regulatory examinations related to valuation methodologies.
• Use Python to support independent analysis, replication and testing of calculations.

Skills

Python programming

Quantitative analysis

Independent judgement

Tools

NumPy

pandas

SciPy

Job description

UBS in Kraków is seeking a specialist for MRMC – Valuation Methodologies, focusing on independent review and governance of Fair Value and Prudent Value methodologies. You will collaborate with Valuation Control Services, Methodology Owners and Quantitative Teams to provide challenge and oversight.

The role involves evaluating design principles, calibration approaches and documentation standards, with hands-on Python work to test methodology calculations and data usage.