Associate Director, Quant Analyst presso UBS Group AG
UBS Group AG · Weehawken, Stati Uniti d'America · Hybrid
- Professional
- Ufficio in Weehawken
Your role
UBS Business Solutions US LLC is seeking an Associate Director, Quant Analyst in Weehawken, NJ.
Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?
We’re looking for an Associate Director, Quant Analyst to:
• Create, develop, implement and maintain methodologies for internal and regulatory stress scenario design and expansion for UBS.
• Develop and maintain models that are used to expand scenarios with a few risk factors into scenarios with a large universe of risk factors consistent with the scenario narrative.
• Develop and maintain scenario translation and expansion tools and models that are used in market and macro-economic stress scenarios, assessing the firm’s profitability and capital adequacy.
• Use techniques from quantitative risk management, statistics, financial econometrics and macro econometrics to develop, assess, and change models and interpret regulatory input.
• Implement models in R/Python and produce clear and detailed documentation for regulators across the globe.
• Bring new quantitative modeling ideas to the team to push ahead key projects within the bank.
• Assist with the organization and the structure of the JIRA backlog and facilitate Agile meetings. Can work hybrid (In-office/remote).
Qualified Applicants apply through [email protected]. Please reference 001414. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI
Salary & Work Schedule: $126,000 to $145,000 Per Year, 40 hrs/wk. 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.
This notice is being posted in connection with an application for permanent Alien Labor Certification. Any person may comment or provide documentary evidence bearing on this application to: U.S. Department of Labor, Employment and Training Administration, Office of Foreign Labor Certification, 200 Constitution Avenue NW, Room N-5311, Washington, DC 20210.
*LI-DNI
Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?
We’re looking for an Associate Director, Quant Analyst to:
• Create, develop, implement and maintain methodologies for internal and regulatory stress scenario design and expansion for UBS.
• Develop and maintain models that are used to expand scenarios with a few risk factors into scenarios with a large universe of risk factors consistent with the scenario narrative.
• Develop and maintain scenario translation and expansion tools and models that are used in market and macro-economic stress scenarios, assessing the firm’s profitability and capital adequacy.
• Use techniques from quantitative risk management, statistics, financial econometrics and macro econometrics to develop, assess, and change models and interpret regulatory input.
• Implement models in R/Python and produce clear and detailed documentation for regulators across the globe.
• Bring new quantitative modeling ideas to the team to push ahead key projects within the bank.
• Assist with the organization and the structure of the JIRA backlog and facilitate Agile meetings. Can work hybrid (In-office/remote).
Qualified Applicants apply through [email protected]. Please reference 001414. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI
Salary & Work Schedule: $126,000 to $145,000 Per Year, 40 hrs/wk. 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.
This notice is being posted in connection with an application for permanent Alien Labor Certification. Any person may comment or provide documentary evidence bearing on this application to: U.S. Department of Labor, Employment and Training Administration, Office of Foreign Labor Certification, 200 Constitution Avenue NW, Room N-5311, Washington, DC 20210.
City
Weehawken
Job Type
Full Time
Country / State
United States - New Jersey
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. And we use artificial intelligence (AI) to work smarter and more efficiently. 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
Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
You’ll be working in the Quantitative Risk Modelling team in Weehawken, NJ.
You’ll be working in the Quantitative Risk Modelling team in Weehawken, NJ.
Your expertise
Education & Experience Requirement
• This position requires a Master’s degree or foreign equivalent in Financial Engineering, Econometrics, Economics, or a related field of study.
Position requires experience with the following:
• Financial derivatives including options, swaps, and bonds; Cross-asset dynamics
• Building models from scratch including time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, and parametric/non-parametric models
• Statistical and econometric methods and their application; Programming with statistical software including Python and R
• High frequency/volatility models; Statistical tools including Monte-Carlo, Bootstrap, Stationarity, Co-integration, Regression, Goodness of fit, Out-of-sample, Null hypothesis, P-value, Risk-neutral, Autoregressive, Quantiles, and Density function
• Knowledge may be gained through graduate-level coursework, research, or teaching experience.
• This position requires a Master’s degree or foreign equivalent in Financial Engineering, Econometrics, Economics, or a related field of study.
Position requires experience with the following:
• Financial derivatives including options, swaps, and bonds; Cross-asset dynamics
• Building models from scratch including time series analysis, linear/non-linear models, Gaussian/non-Gaussian models, and parametric/non-parametric models
• Statistical and econometric methods and their application; Programming with statistical software including Python and R
• High frequency/volatility models; Statistical tools including Monte-Carlo, Bootstrap, Stationarity, Co-integration, Regression, Goodness of fit, Out-of-sample, Null hypothesis, P-value, Risk-neutral, Autoregressive, Quantiles, and Density function
• Knowledge may be gained through graduate-level coursework, research, or teaching experience.
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: $126,000 to $145,000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.
