Valuation Governance Quantitative Analyst Review

UBS; Wrocław; On-site; PLN 300,000 - 540,000; Full time

Job summary

UBS Kraków/Wroclaw is seeking a professional to join the MRMC Methodology Governance team, focusing on independent review and governance of Fair Value and Prudent Value methodologies. The role emphasizes quantitative analysis, independent judgement and strong Python skills to support validation and testing, with exposure to governance frameworks within a regulated financial services environment.

You will collaborate with Valuation Control Services, methodology owners and quantitative teams to

Qualifications

• Essential: relevant experience in quantitative, valuation, risk or control functions within a financial services environment.
• Ability to independently assess complex technical material and articulate clear, well reasoned conclusions.
• Strong Python skills, including numerical and data analysis libraries (e.g. NumPy, pandas, SciPy).
• Strong judgement, attention to detail and confidence operating within a regulated governance environment.
• Curiosity to explore how AI can improve workflows with sound judgement – validating outputs and aligning with risk standards.

Responsibilities

• perform independent reviews of Fair Value methodologies, including model-based IPV, Liquidity VA and Model VA.
• review and challenge Prudent Value methodologies, including design principles, calibration approaches and valuation uncertainty.
• assess methodology proposals, changes and extensions submitted by methodology developers and owners.
• ensure methodologies are aligned with internal governance frameworks, policies and documentation standards before approval.
• prepare clear, well reasoned review conclusions and recommendations for governance and approval forums.
• maintain oversight of methodology remediation actions and follow ups arising from reviews.
• support internal audits, regulatory examinations and control reviews relating to valuation and prudent value methodologies.
• use Python to support independent analysis, replication and testing of methodology calculations and data usage.

Skills

Python

NumPy

pandas

SciPy

Independent judgement

Tools

Python

Job description

UBS Kraków/Wroclaw is seeking a professional to join the MRMC Methodology Governance team, focusing on independent review and governance of Fair Value and Prudent Value methodologies. The role emphasizes quantitative analysis, independent judgement and strong Python skills to support validation and testing, with exposure to governance frameworks within a regulated financial services environment.

You will collaborate with Valuation Control Services, methodology owners and quantitative teams to