UBS Financial Services Senior Quantitative & Data Science Research Team Lead in New York, New York

Job Reference #:


Business Divisions:

Asset Management

Your role:

UBS Asset Management (Americas) Inc. seeks Directors, Senior Quantitative & Data Science Research Team Leads in New York, NY to apply quantitative and data science methods to develop and improve methods for trade idea generation, alpha signal generation, portfolio and risk management. Utilize behavioral finance and data science to improve investment processes and signals including those of fundamental-driven portfolio managers. Contribute to portfolio and risk management across a variety of investment strategies. Manage and lead a team of junior quants/data scientists. Contribute to building and maintaining research databases and infrastructure. Assist with business and product development efforts. Qualified Applicants apply through Please reference NN05182017EW. NO CALLS PLEASE. EOE/M/F/D/V


Senior Quantitative & Data Science Research Team Lead


New York

Job Type:

Full Time

Country / State:

United States - New York

Function Category:

Quantitative Analysis, Research

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.

Why UBS? Video

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 will work with the UBS O'Connor team, located in New York, New York.

Your experience and skills:

Master’s degree or foreign equivalent in Mathematics, Finance, Financial Engineering or related field and seven (7) years of experience analyzing fundamental investment signals. Two (2) years of experience must include investing in equities, credit, macro strategies on the buy-side; utilizing quantitative and data science methods, including portfolio optimization, machine learning, and deep learning; monitoring macro-economic trends to assess impact on portfolio and risk management; utilizing Barra factor risk models to perform portfolio and risk management; applying behavioral finance theories to investment management; programming in Python, R, SQL, and Hadoop; utilizing data science libraries including scikit-learn, H2O, TensorFlow, PyMC3, and PySpark; and participating in team leadership, product development and fund marketing. *LI-N

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 almost 900 offices and more than 50 countries. Do you want to be one of us?