Senior Quantitative Model Validator - Python/C++

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

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.