Valuation Model Quantitative Analyst

UBS; Kraków; On-site; PLN 120,000 - 180,000; Full time

Job summary

UBS in Kraków is seeking a specialist for MRMC – Valuation Methodologies, focusing on independent review and governance of Fair Value and Prudent Value methodologies. You will collaborate with Valuation Control Services, Methodology Owners and Quantitative Teams to provide challenge and oversight.

The role involves evaluating design principles, calibration approaches and documentation standards, with hands-on Python work to test methodology calculations and data usage.

Qualifications

• Experience in quantitative, valuation, risk or control roles within a financial services environment.
• Ability to independently assess complex technical material and articulate clear conclusions.
• Strong Python skills with numerical and data analysis libraries (NumPy, pandas, SciPy).

Responsibilities

• Perform independent reviews of Fair Value methodologies, including IPV, Liquidity VA and Model VA.
• Review and challenge Prudent Value methodologies, including design principles and calibration approaches.
• Assess methodology proposals and extensions from developers and owners.
• Ensure methodologies align with governance frameworks and documentation standards.
• Prepare clear, well-reasoned review conclusions for governance and approval forums.
• Maintain oversight of remediation actions from reviews.
• Support internal audits and regulatory examinations related to valuation methodologies.
• Use Python to support independent analysis, replication and testing of calculations.

Skills

Python programming

Quantitative analysis

Independent judgement

Tools

NumPy

pandas

SciPy

Job description

Your role

Do you have a strong interest in valuation governance and quantitative analysis? Are you comfortable forming independent judgements on complex methodologies and discussing them with senior stakeholders?

Your role

Do you have a strong interest in valuation governance and quantitative analysis? Are you comfortable forming independent judgements on complex methodologies and discussing them with senior stakeholders?

We are looking for someone to join the MRMC – Valuation Methodologies team, to focus on the independent review, governance and ongoing oversight of Fair Value and Prudent Value methodologies.

You will play a key role in enhancing valuation governance standards, working closely with Valuation Control Services, Methodology Owners and Quantitative Teams to provide independent review and challenge.

Your responsibilities

• perform independent reviews of Fair Value methodologies, including model based Independent Price Verification (IPV), Liquidity Value Adjustments (VA) and Model VA.
• review and challenge Prudent Value (AVA) methodologies, including design principles, calibration approaches and treatment of 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 methodology 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.

Job Type

Full Time

Job Reference #

338485BR

City

Kraków, Wroclaw

Your team

You will join the MRMC Methodology Governance team, responsible for firm wide governance of Fair Value and Prudent Value methodologies. The team operates globally and plays a critical role in ensuring robust valuation practices across products, businesses and legal entities.

Your expertise

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.
• 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.

Desirable:

• exposure to Fair Value and Prudent Value methodologies.
• familiarity with model or methodology governance frameworks in a banking environment.

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.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

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.

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]