What are the responsibilities and job description for the Quantitative Analyst - Equity Derivatives position at UBS?
Job Reference #
305913BR
Job Type
Full Time
Your role
Do you love an intellectual challenge? Are you dedicated to quality design?
Your team
The Equities 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 equities and equity 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 Rates, FX, Portfolio Analytics.
Your expertise
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?
Join us
From gaining new experiences in different roles to acquiring fresh knowledge and skills, at UBS 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.
Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
Salary Information
US Only: The expected salary range for this role is $205000 to $235000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.
305913BR
Job Type
Full Time
Your role
Do you love an intellectual challenge? Are you dedicated to quality design?
- developing new derivatives models and extending existing functionality within analytics libraries to cater for business and regulatory requirements
- frequent interaction with trading and control functions to provide support on modelling and quantitative matters
- close collaboration with both stakeholders and IT teams to improve our pricing and booking capabilities
- contributing to the team's efforts to produce comprehensive documentation and testing
- New York: the salary range for this role is $205000 to $235000
Your team
The Equities 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 equities and equity 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 Rates, FX, Portfolio Analytics.
Your expertise
- strong academic background in a quantitative field (mathematics, physics, engineering, etc) – Post-Graduate degree required
- excellent understanding of quantitative finance, modelling and derivative pricing techniques along with practical experience
- high level understanding of financial products and markets, especially equity derivatives
- ability to communicate complex ideas in a fluent and articulate manner
- proficiency in C programming and an ability to develop within a well-established codebase – knowledge of Python an advantage
- experience with the models used for valuation and risk management of exotics products is strongly preferred
- knowledge of automatic volatility fitting topics is an advantage
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?
Join us
From gaining new experiences in different roles to acquiring fresh knowledge and skills, at UBS 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.
Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
Salary Information
US Only: The expected salary range for this role is $205000 to $235000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.
Salary : $205,000 - $235,000
