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Senior Valuation Model Quantitative Analyst

UBS
onsite
Kraków, Wroclaw, Poland

About this role

Senior Valuation Model Quantitative Analyst

Poland

Risk

Group Functions

Key responsibilities

Are you a recognized quantitative expert with a passion for valuation, model risk, and regulatory methodology? Do you enjoy challenging complex frameworks and influencing strategic decisions across a global investment bank? We're looking for someone who will:

  • 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 associated governance frameworks.
  • Drive benchmark testing and quantitative analysis, leveraging Python and modern analytical techniques.
  • Contribute to strategic initiatives and regulatory developments impacting valuation practices across the firm.

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