Senior Model Validation Quantitative Analyst

UBS; Wrocław; On-site; PLN 210,000 - 330,000; Full time

Job summary

UBS’s global Model Validation team in Kraków and Wroclaw focuses on equities and commodities derivatives, validating models used for valuation and risk management of trading positions. The role involves reviewing complex models, mentoring juniors, and working across Front Office and risk teams.

The candidate will develop tests in Python, leverage AI tools, and ensure model integrity with strong mathematical and programming skills. Collaboration is central to this role within a global bank.

Qualifications

• working experience in a similar quantitative role.
• MSc or PhD in a quantitative discipline.
• proficiency using C++ and/or Python, and ideally some experience in implementing derivative models using Monte Carlo and/or partial differential equation techniques
• excellent written and interpersonal communication skills
• you’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

Responsibilities

• Independently review exotic equities and commodities derivative models
• Approve bespoke exotic derivative transactions
• Provide expertise on model suitability, calibration, speed and accuracy
• Represent the team at internal meetings and provide guidance and mentoring to junior team members
• Develop testing and benchmark models in Python
• Strategically utilise AI tools
• Act as a trusted advisor to Front Office, Market Risk, and senior stakeholders on model risk topics.

Skills

quantitative assessment

communication

Education

MSc/PhD in quantitative discipline

Tools

C++

Python

Job description

Job Type

Full Time

Job Reference #

341614BR

City

Kraków, Wroclaw

Key Responsibilities

Does complex modelling excite you? Are you an innovative thinker? Do you enjoy working in challenging environments and influencing strategic decisions across a global investment bank? We're looking for someone who will:

• Independently review exotic equities and commodities derivative models
• Approve bespoke exotic derivative transactions
• Provide expertise on model suitability, calibration, speed and accuracy
• Represent the team at internal meetings and provide guidance and mentoring to junior team members
• Develop testing and benchmark models in Python
• Strategically utilise AI tools
• Act as a trusted advisor to Front Office, Market Risk, and senior stakeholders on model risk topics.

The team

You’ll be working in the global Model Validation team focusing on equities and commodities derivatives. As part of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective.

Your Skills And Experience

• working experience in a similar quantitative role
• MSc or PhD in a quantitative discipline
• proficiency using C++ and/or Python, and ideally some experience in implementing derivative models using Monte Carlo and/or partial differential equation techniques
• excellent written and interpersonal communication skills
• you’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

About Us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Contact Details

UBS Business Solutions SA

UBS Recruiting

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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