UBS Financial Services Equity Derivatives Quantitative Risk Analyst in London, United Kingdom

Your role:

Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone who can:

• independently review exotic equity and commodity derivative models

• develop benchmark models in C++ and Python, in our in-house cutting edge library, potentially across asset classes

• approve exotic transactions

• provide expertise on model suitability, calibration, speed and accuracy

• represent the team at some internal meetings

• work closely with front office quants, market risk control, and trading

We will consider candidates on 100% or 80% FTE.

What we offer:

Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

Take the next step:

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.

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:

You’ll be working in the Model Validation team focusing on equity derivatives. As part of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective.

Your expertise:

– previous working experience in a similar quantitative role

– MSc or PhD in a quantitative discipline

– proficiency using C++ and/or Python, and experience in implementing complex derivative models using Monte Carlo and/or partial differential equation techniques

– excellent written and interpersonal communication skills

  • equity derivatives product knowledge (preferably)

– methodical, concise and accurate

– motivated to drive strategic initiatives, while keeping a strong attention to details

– able to apply technical understanding to practical problems

– willing to collaborate and share knowledge with your team

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 colleagues:

Job Reference #: 185414BR

Business Divisions: Corporate Center

Title: Equity Derivatives Quantitative Risk Analyst

City: London

Job Type: Full Time, Part Time

Country / State: United Kingdom

Function Category: Quantitative Analysis