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Model Validation Quant for PruVal

UBS Kraków, Poland
Posted 1 day ago Permanent Competitive

Model Validation Quant for PruVal

UBS Kraków, Poland
Model Validation Quant for PruVal
Your role

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.
• Promote best practices in quantitative modelling, valuation governance, and model risk management.

Your team

You will join the Valuation Methodology team within Model Risk Management & Control (MRMC). The team is responsible for the independent oversight, development, and governance of valuation methodologies across all major asset classes. Working closely with stakeholders across Europe, APAC, and the Americas, we play a key role in shaping the firm's valuation framework and regulatory response.

Your expertise

• Master's degree or PhD in a quantitative discipline.
• Extensive experience in quantitative analytics, model validation, valuation methodologies, or model risk management.
• Deep understanding of financial modelling, statistical methods, and quantitative analysis.
• Strong Python programming skills and experience developing quantitative tools and frameworks.
• Knowledge of rates, XVA, prudential valuation, or regulatory valuation frameworks is highly desirable.
• Demonstrated ability to influence senior stakeholders and communicate complex technical topics with clarity and authority.
• Strong judgement, intellectual curiosity, and a collaborative leadership style.
• 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.

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  341605BR
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