full-time
Senior Valuation Model Quantitative Analyst
UBS
- Employer
- UBS
- Location
- Wrocław, Lower Silesian Voivodeship, Poland
- Working pattern
- on-site
About the role
Independently review and challenge valuation models and methodologies, and lead the development, enhancement, and validation of EBA Prudential Valuation methodologies and governance frameworks. Conduct benchmark testing and quantitative analysis, contribute to strategic and regulatory initiatives, and promote strong practices in quantitative modeling and model risk management. Requires a master's degree or PhD in a quantitative discipline and 6–8 years of experience in quantitative analytics, model validation, valuation methodologies, or model risk management. Candidates should have strong financial modeling, statistical analysis, and Python skills, with knowledge of rates, XVA, or regulatory valuation frameworks and the ability to influence senior stakeholders.