UBS Financial Services Quant Developer – Equity Derivatives in New York, New York
Are you an experienced Quant developer with experience in derivatives pricing, risk and data science?
Are you in innovative thinking and enjoy building tools?
We are looking for someone who can
Help design, develop and enhance state-of-the art risk management and pricing tools
Develop analytics to come up with optimal derivatives portfolio hedging schemes
Back test hedging strategies across market regimes
Develop derivative strategies pricing /analytics
Involve in projects from requirements capture through to delivery
Work closely with fellow Quant Developers, Derivatives Trading, Sales and IT to deliver automation tools
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.
You will be working with the Quant Development equities derivatives team in US and will be reporting to Derivatives management. Our role is to provide risk management tools to Derivative trading and workflow and analytics to Sales. Our team is responsible for building top grade data science and automation tools with a revenue focus and particular emphasis to reduce operational errors and costs.
Your experience and skills:
– A doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
– Experience in data science, big data analysis
– Experience in derivatives risk and portfolio optimization.
– Good understanding of time series and time series modelling.
– Ability to explain / visualize / simulate derivatives market data
– Experience in back-testing strategies.
– Experience dealing with equity derivatives products/pricing
– A keen learner that continues to upgrade data science skills
– able to work with KDB/Q
– have exposure to CEPs
– Experienced in UNIX and scripting
– Capable of documenting model development and able to communicate with people from different teams in the bank.
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?
Job Reference #: 173217BR
Business Divisions: Investment Bank
Title: Quant Developer – Equity Derivatives
City: New York
Job Type: Full Time
Country / State: United States - New York
Function Category: Sales and trading