Senior Valuation Model Quant Analyst – Risk & AI

UBS; Wrocław; Sur place; PLN 260 000 - 420 000; Plein temps

Résumé du poste

UBS is seeking a highly experienced quantitative expert in valuation and model risk to join the Valuation Methodology team within MRMC. The role involves independent review of valuation models across major asset classes and influencing strategic regulatory responses.

Based in Poland (Kraków/Wrocław) or nearby, you will lead the development and governance of prudential valuation methodologies, drive Python-based analyses, and collaborate with stakeholders Europe-wide to shape valuation practices.

Qualifications

• Master's degree or PhD in a quantitative discipline.
• 6–8 years of experience in quantitative analytics, model validation, valuation methodologies, or model risk management.
• Deep understanding of financial modelling, statistical methods, and quantitative analysis.
• Strong Python programming skills and experience developing quantitative tools and frameworks.
• Knowledge of rates, XVA, prudential valuation, or regulatory valuation frameworks is highly desirable.
• Demonstrated ability to influence senior stakeholders and communicate complex technical topics with clarity and authority.

Responsabilités

• Provide independent review and challenge of valuation models and methodologies supporting UBS trading businesses.
• Lead development, enhancement, and validation of EBA Prudential Valuation methodologies and governance frameworks.
• Drive benchmark testing and quantitative analysis using Python and modern techniques.
• Contribute to strategic initiatives and regulatory developments affecting valuation practices.
• Promote best practices in modelling, valuation governance, and model risk management.

Connaissances

Quantitative analytics

Model validation

Valuation methodologies

Python programming

Stakeholder communication

Formation

Master's degree or PhD in a quantitative discipline

Outils

Python

Description du poste

UBS is seeking a highly experienced quantitative expert in valuation and model risk to join the Valuation Methodology team within MRMC. The role involves independent review of valuation models across major asset classes and influencing strategic regulatory responses.

Based in Poland (Kraków/Wrocław) or nearby, you will lead the development and governance of prudential valuation methodologies, drive Python-based analyses, and collaborate with stakeholders Europe-wide to shape valuation practices.