Senior Valuation Model Quantitative Analyst

UBS; Wrocław; On-site; PLN 260,000 - 420,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Quantitative analytics

Model validation

Valuation methodologies

Python programming

Stakeholder communication

Education

Master's degree or PhD in a quantitative discipline

Tools

Python

Job description

Key Responsibilities

Are you a recognized quantitative expert with a passion for valuation, model risk, and regulatory methodology? Do you enjoy challenging complex frameworks and influencing strategic decisions across a global investment bank? We're looking for someone who will:

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

Job Type

Full Time

Job Reference #

341605BR

City

Kraków, Wroclaw

The team

You will join the Valuation Methodology team within Model Risk Management & Control (MRMC). The team is responsible for the independent oversight, development, and governance of valuation methodologies across all major asset classes. Working closely with stakeholders across Europe, APAC, and the Americas, we play a key role in shaping the firm's valuation framework and regulatory response.

Your Skills And Experience

• 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.
• Strong judgement, intellectual curiosity, and a collaborative leadership style.
• 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.

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.

Report misconduct: If you are made aware of any of our employees or individuals acting on behalf of UBS engaging in acts of misconduct under the Poland Whistleblowing Act, you may report your concerns through [e-mail]