UBS Financial Services Quant Developer – Equity Derivatives in New York, New York

Your role:

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.

Your team:

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:

You have:

– 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

You are:

– Proficient using Java, Python (and potentially C++ / javascript)

– A keen learner that continues to upgrade data science skills

– Ideally

– 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.

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 #: 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