Senior Valuation Model Validation & Governance

UBS; Kraków; On-site; PLN 260,000 - 460,000; Full time

Job summary

UBS Kraków is seeking a recognized quantitative expert in valuation, model risk, and regulatory methodology. You will review valuation models, lead development and validation of EBA Prudential Valuation methodologies, and drive benchmark testing and analytics using Python.

You will contribute to regulatory developments, promote best practices in modelling and governance, and collaborate with stakeholders across a global bank.

Qualifications

• Master's degree or PhD in a quantitative field.
• Extensive experience in analytics, validation, valuation or model risk.
• Strong Python programming and quantitative tool development.
• Knowledge of rates, XVA, prudential or regulatory valuation frameworks.

Responsibilities

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

Skills

Python programming

Quantitative analytics

Model validation

Valuation methodologies

Model risk management

Stakeholder communication

Leadership

AI curiosity

Education

Master's degree or PhD in a quantitative discipline

Job description

UBS Kraków is seeking a recognized quantitative expert in valuation, model risk, and regulatory methodology. You will review valuation models, lead development and validation of EBA Prudential Valuation methodologies, and drive benchmark testing and analytics using Python.

You will contribute to regulatory developments, promote best practices in modelling and governance, and collaborate with stakeholders across a global bank.