Associate Director, Quantitative Analyst

United States - New York

Investment Banking

Investment Bank

Job Reference #

300681BR

City

New York

Job Type

Full Time

Your role

Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?

We’re looking for an Associate Director, Quantitative Analyst to:

• Be responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in interest rate, credit and hybrid derivatives.
• Work closely with multiple internal clients including trading, IT and control functions, as well as other QA teams in the firm, such as Equities, FX and the central infrastructure team.
• Develop and extend functionality within analytics libraries to cater for business and regulatory requirements.
• Work closely with other QA teams to develop cross-asset solutions for risk management and P&L reporting.
• Have frequent interaction with trading and control functions to provide support on modelling and quantitative matters.

Qualified Applicants apply through sh-profrecruitingcc@ubs.com. Please reference 001555. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

You’ll be working in the Investment Bank team in New York, NY.

Your expertise

• Education & Experience Requirement
• This position requires a Master's degree or foreign equivalent in Quantitative & Computational Finance, Economics, Mathematics, or a related field of study plus three (3) years of experience in the job offered or as a Quantitative QA Analyst or a related occupation.

• Position requires experience with the following:
• Quantitative Finance or Financial Mathematics
• Advanced Probability Theory and Stochastic Calculus
• Option and Derivatives Pricing theory
• Financial products and models, including Interest Rate models and complex interest rate derivatives
• Programming in C++ or Python
• Working in a large and complex analytics library
• Versioning tools and software including Github, Gitlab, and SVN
• Quantitative analytics in a large financial firm


*LI-DNI

About us

UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

Salary information

CA, CO, WA and NY based roles: The salary range for this role is $170,000 - $200,000 based on experience, education, and skill level. This role may be eligible for discretionary incentive compensation. For benefits information: ubs.com/usbenefits.

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

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.

Associate Director, Quantitative Analyst | UBS - Experienced professionals - job boards