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UBS Financial Services Quantitative Risk Analyst in London, United Kingdom

Quantitative Risk Analyst

United Kingdom


Corporate Center

Job Reference #:




Job Type:

Full Time

Your role:

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

• independently review exotic equities and commodities derivative models

• approve exotic transactions and advise on model reserve methodologies

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

• represent the team at internal meetings

• develop benchmark models in C++ and Python

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

Your team:

You’ll be working in the Model Validation team focusing on equities and commodities 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:

– at least 2 years working experience in a similar quantitative role

– MSc or PhD in a quantitative discipline

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

– excellent written and interpersonal communication skills

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?

Join us:

We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, 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.