UBS Financial Services Quantitative Analyst - Equity Derivatives in New York, New York
We are looking for an experienced quantitative analyst with proven track record an interest in:
– developing, implementing, and testing risk and valuation models for equity derivatives
– significant experience with current market standards for modeling equity volatility surfaces and/or volatility derivatives
– the implementation of models in a large and complex library environment, including the necessary professional testing and documentation procedures.
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’ll be working in the Equities Quantitative Analytics team in New York. We are supporting our US Equity business with tailored solutions for their vanilla and exotic derivatives trading.
Your experience and skills:
– ideally a doctorate degree in finance, physics, mathematics, computer science, engineering or related
– experience implementing mathematical models in front office systems and supporting the trading desk in risk assessment and product pricing
– proficient using C++ and Python
– capable of documenting any model development in a clear way
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 #: 178072BR
Business Divisions: Investment Bank
Title: Quantitative Analyst - Equity Derivatives
City: New York
Job Type: Full Time
Country / State: United States - New York
Function Category: Sales and trading