UBS

Quantitative Analyst

UBS - full time

London, UK

18 Mar 2019

UBS

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?

Your role

  • Do you love an intellectual challenge? Are you dedicated to quality design? We're looking for someone outstanding who can:
  • Develop and extend functionality within analytics libraries to cater for business and regulatory requirements
  • Work closely with other QA teams to develop cross-asset solutions for risk management and P&L reporting
  • Have frequent interaction with trading and control functions to provide support on modelling and quantitative matters

Your team

The Rates and Credit Quantitative Analytics (QA) team is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in interest rate, credit and hybrid derivatives. The team works closely with multiple internal clients including trading, IT and control functions, as well as other QA teams in the firm, such as Equities, FX and the central infrastructure team.

Your expertise

  • Strong academic background in a quantitative field (mathematics, physics, engineering, etc) – PhD level preferred
  • High level of proficiency in C++ programming and an ability to develop within a well-established codebase – knowledge of Python an advantage
  • An understanding of financial products and markets, especially interest rate derivatives
  • Knowledge of quantitative finance and derivative pricing techniques
  • Ability to communicate complex ideas in a fluent and articulate manner



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