Senior Valuation Model Quantitative Analyst
UBS · Poland
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.