Senior Valuation Modeling & Model Risk Expert

UBS; Wrocław; On-site; PLN 320,000 - 520,000; Full time

Job summary

UBS is seeking a recognized quantitative expert to challenge valuation models, lead EBA Prudential Valuation governance, and drive quantitative analyses using Python in a global investment bank setting.

The role sits in the Valuation Methodology team of Model Risk Management & Control, collaborating with stakeholders across Europe, APAC, and the Americas to shape valuation frameworks and regulatory responses.

Qualifications

• Master's degree or PhD in a quantitative discipline.
• Extensive 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.
• Knowledge of rates, XVA, prudential valuation, or regulatory valuation frameworks is desirable.
• Demonstrated ability to influence senior stakeholders and communicate complex topics with clarity.

Responsibilities

• Provide independent review and challenge of valuation models and methodologies.
• Lead development, enhancement, and validation of regulatory valuation frameworks.
• Drive benchmark testing and quantitative analysis leveraging Python and modern techniques.
• Contribute to strategic regulatory initiatives impacting valuation practices.
• Promote best practices in modelling, governance, and model risk management.

Skills

Quantitative analytics

Model risk management

Stakeholder influencing

Communication

Leadership

Education

Master's degree or PhD in quantitative discipline

Tools

Python

Job description

UBS is seeking a recognized quantitative expert to challenge valuation models, lead EBA Prudential Valuation governance, and drive quantitative analyses using Python in a global investment bank setting.

The role sits in the Valuation Methodology team of Model Risk Management & Control, collaborating with stakeholders across Europe, APAC, and the Americas to shape valuation frameworks and regulatory responses.