Quant jobs / UBS

Senior Valuation Model Quantitative Analyst

Independently assess valuation models and prudential valuation methods at UBS. The role combines Python benchmarking with quantitative challenge and regulatory methodology development.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Review valuation assumptions and challenge model behaviour.
Develop and test prudential valuation methods.
Build independent Python benchmarks.
Explain findings and influence valuation decisions.

What they ask for

Required

Quantitative modelling and statistics
Python
Valuation or model-risk experience
Technical stakeholder communication

Preferred

Rates, XVA or prudential valuation

Education: Master’s or PhD in a quantitative discipline.
Experience: 6–8 years in quantitative analytics, valuation methods, model validation or model risk.
Languages and tools: Python
Markets: multi-asset

How to prepare

Benchmark a derivative model against an independent numerical method.
Analyse valuation uncertainty under stressed inputs.
Write a clear challenge paper connecting quantitative evidence to a model decision.

What to study

The Model Validation Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on UBS’s site before applying: requirements, location and pay can change after we check them.

View the posting on UBS’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with UBS and doesn’t handle applications.