Hybrid Global Markets - Quants - Quantitative Analyst en UBS
UBS · New York, Estados Unidos De América · Hybrid
- Professional
- Oficina en New York
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
Detailed salary information:
• New York: the salary range for this role is $215000 to $245000
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
• 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
Detailed salary information:
• New York: the salary range for this role is $215000 to $245000
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
City
New York
Job Type
Full Time
Country / State
United States - New York
Function Category
Quantitative Analysis
Join us
At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
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 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
• 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
About us
UBS is the world’s largest and the 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.
We have a presence in all major financial centers in more than 50 countries.
We have a presence in all major financial centers in more than 50 countries.
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 $215000 to $245000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.
