UBS Financial Services Quantitative Analyst in London, United Kingdom

Your role:

The responsibilities of the role include:

• the development of high-quality models, algorithms and tools facilitating the pricing, risk-management and valuation of the FX trading portfolio

• the maintenance of the existing FX modelling infrastructure, i.e. tools, user applications and source code libraries

• research into alternative/innovative technologies and FX modelling approaches

• frequent interactions with the trading and structuring/sales desks to provide best possible support to the front-office FX business

• exposure to and cooperation with other internal stakeholders stakeholders (IT, service desks, control functions etc.) as well as cross-asset collaboration with other QA groups

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:

UBS Investment Bank based in London is seeking a Quant Analyst to build out and evolve its FX derivatives pricing capabilities.

The FX Analytics team is the front office Quant group responsible for the development and maintenance of the models used for valuation and management of the firm's trading positions in options and exotic derivatives on currencies and precious metals.

Your expertise:

Candidates requirements include:

• hold a Master or PhD degree in a quantitative field (mathematics, physics, engineering, etc.)

• knowledge of quantitative finance and derivative pricing. Preferred but not absolutely necessary is up to 2 years working experience in a similar quantitative role.

• be able to show strong analytical and problem solving skills

• be proficient in C++ programming and object-oriented coding/design principles

• want to engage in daily front-office business support, especially but not exclusively in regard to the models, tools and applications owned and maintained by the team

• be team-oriented and communicative, yet also be able to do structured and self-organized project work with well-defined deliveries

• be fluent in English, both in writing and speech

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 #: 186660BR

Business Divisions: Investment Bank

Title: Quantitative Analyst

City: London

Job Type: Full Time

Country / State: United Kingdom

Function Category: Quantitative Analysis