Discover your dream Career
For Recruiters

Valuation Model Quantitative Analyst

UBS Kraków, Poland
Posted 23 hours ago Permanent Competitive

Valuation Model Quantitative Analyst

UBS Kraków, Poland
Valuation Model Quantitative Analyst
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.

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.
Job ID  338485BR
More Jobs From UBS
UBS
Senior Valuation Model Quantitative Analyst
UBS
Kraków, Poland
10 days ago Full time Competitive
UBS
Senior Model Validation Quantitative Analyst
UBS
Kraków, Poland
9 days ago Full time Competitive
UBS
Quant Analyst, Corporate & Retail Credit Scenario Models
UBS
Kraków, Poland
1 month ago Full time Competitive
UBS
Quant Analyst, Corporate & Wholesale Credit Risk Scenario Models
UBS
Kraków, Poland
1 month ago Full time Competitive
UBS
Internship - CH Risk-Based Monitoring & Real Estate Valuation Models
UBS
Wrocław, Poland
7 days ago Full time Competitive
UBS
HOLT Model Development Analyst
UBS
London, United Kingdom
9 days ago Full time Competitive
UBS
Quantitative Analyst
UBS
New York, United States
16 days ago Full time Competitive
UBS
Financing Quantitative Analyst
UBS
Glattbrugg, Switzerland
22 days ago Full time Competitive
UBS
Intern - Junior Power BI Developer in Group Treasury Modelling Team
UBS
Kraków, Poland
14 days ago Full time Competitive
UBS
Internship in Client Reporting team
UBS
Kraków, Poland
24 days ago Full time Competitive

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
More Jobs Like This