Senior Valuation Quant | Model Risk & Governance Lead

UBS; Kraków; Vor Ort; PLN 350.000 - 500.000; Vollzeit

Zusammenfassung

UBS is seeking a seasoned quantitative specialist for the Valuation Methodology team in Kraków. You will provide independent review and challenge of valuation models used across UBS trading businesses, and lead the development and validation of prudential valuation methodologies in a global framework.

You will drive benchmark testing and advanced quantitative analyses using Python, supporting regulatory developments and governance.

Qualifikationen

• 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.
• Strong Python programming skills.
• Knowledge of rates, XVA, prudential valuation, or regulatory valuation frameworks is highly desirable.
• Demonstrated ability to influence senior stakeholders and communicate complex topics clearly.
• Curiosity to explore how AI can improve workflows with sound judgment.

Aufgaben

• 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 governance frameworks.
• Drive benchmark testing and quantitative analysis, leveraging Python and modern analytical techniques.
• Contribute to strategic regulatory developments impacting valuation practices across the firm.
• Promote best practices in quantitative modelling, valuation governance, and model risk management.

Kenntnisse

Python programming

Valuation methodologies

Model risk management

Stakeholder communication

Leadership

AI in valuation workflows

Ausbildung

Master's or PhD in quantitative discipline

Jobbeschreibung

UBS is seeking a seasoned quantitative specialist for the Valuation Methodology team in Kraków. You will provide independent review and challenge of valuation models used across UBS trading businesses, and lead the development and validation of prudential valuation methodologies in a global framework.

You will drive benchmark testing and advanced quantitative analyses using Python, supporting regulatory developments and governance.