UBS Financial Services Quantitative Analyst in Opfikon, Switzerland
Are you an expert in quantitative modelling? Are you an innovative thinker who likes to challenge the status quo and to understand the big picture? Are you interested in applying your analytical skills to help our clients meet their investment objectives? If so, we are looking for someone like you to
develop and improve risk models for the analysis of client portfolios and generation of investment proposals, e.g. extend the scope of covered products or refine and improve our methods for non-linear products
prototype new methods and assess their performance and their impact on the advisory process and specify requirements for their implementation in the strategic IT environment
maintain the existing models and periodically calibrate important model parameters
participate in projects around investment risk and investment advice capabilities
contribute to the improvement of complementary portfolio health checks, like issuer concentration risk and other concentration risks
contribute to improvements of our capital market assumptions model that serves as the basis for our advisory process
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.
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.
UBS HR Recruiting Switzerland
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.
You will be working in the Investment Process Methodology (IPM) team, the investment risk competence centre within Investment Platforms and Solutions (IPS). The team is responsible for several large scale risk engines and risk methodologies which are crucial success factor across all stages of the Wealth Management (WM) investment process. The risk engines calculate the risk for hundred thousand client portfolios every night and support client advisors during portfolio construction and investment advice. Our models also support our Chief Investment Officer (CIO) to produce their forecast and to construct their strategic asset allocations. We are close to current state of research connecting directly with academia and you will have exposure to many people forming the future of WM in a great, open minded and inspiring environment
Your experience and skills:
strong academic background (master or higher) in a quantitative area (mathematics, physics, quantitative finance, financial engineering, etc.)
2 to 5 years' experience in the financial industry, preferably in model development
excellent knowledge of portfolio management theory and market risk methods
sound knowledge of statistical and econometric methods and their application
solid programming skills, preferably in R, Matlab and SQL
a self-starter with excellent problem solving skills
able to explain technical topics to a varied audience, including management, regulators or client advisors
eager to use science to quantify portfolio risks
fluent in English and preferably German
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?
Job Reference #: 156641BR
Business Divisions: Wealth Management
Title: Quantitative Analyst
Job Type: Full Time
Country / State: Switzerland - Zürich
Function Category: Product Management and Development