Valuation Model Quantitative Analyst
Job Reference #
Does complex financial modelling excite you? Are you an innovative thinker? We’re looking for someone who can:
• Review and assess the appropriateness of valuation models and methodologies (the role covers vanilla and exotic products).
• Develop our Python library.
• Support valuation control, front office quants, traders, and other risk control functions
Based in Krakow, you will be working in the Valuation Methodologies (VM) team in Model Risk Management and Control (MRMC). Our main responsibilities are governance
and control of Independent Price Verification (IPV) Methodologies, Fair Valuation Adjustments, Prudential Valuation Methodologies, Complex Transactions and Totem
Submission Methodologies. Our team interacts daily with other teams within Risk, Front Office (FO) Trading, FO Quantitative Analytics team, and Finance (IPV and Valuation
Control). The position is within the Credit/Securitization VM team. We are based in four locations: London, New York, Krakow, and Shanghai.
• Master or PhD degree in a quantitative discipline (e.g. Quantitative Finance, Mathematics, Physics, Engineering)
• Strong interest in quantitative finance and financial modelling
• Good programming skills in Python or C++
• Experience in Credit/Securitization an advantage
• Excellent written and verbal communication skills
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.