United States - New York

Investment Banking

Investment Bank

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 a Director, Quantitative Analyst to:

• Develop code to integrate existing models to the cloud based strategic risk engine of the firm.
• Develop and modify existing models as necessary for valuations and greeks of a fixed income callable bonds portfolio.
• Develop code to enable risk based PnL explanation for the trading desk portfolio.
• Coordinate with global quant team and other stakeholders to migrate the portfolio to the new strategic risk engine.
• Assist in day-to-day desk support for the trading desk.
• Assist in ensuring adherence to the model governance framework.
• Develop interactive web based applications to provide insights into trading and PnL data for the trading desk.


Qualified Applicants apply through SH-ProfRecruitingcc@ubs.com. Please reference 000880. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI

Detailed salary information:
• New York: the salary range for this role is $150,000 to $188,000.
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.

Job Reference #

310209BR

City

New York

Job Type

Full Time

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 Engineering (any), Finance, Mathematics, or a related field of study plus one (1) year of experience in the job offered, or as a Quantitative Analyst or related occupation.

Alternate Education & Experience Requirement
• The employer will alternatively accept a Bachelor's degree or foreign equivalent in Engineering (any), Finance, Mathematics, or a related field of study plus three (3) years of experience in the job offered, or as a Quantitative Analyst or related occupation in lieu of a Master's degree and one (1) year of experience.

Position requires experience with the following:
• Python, C++, or Java
• Pricing and risk management of linear and non-linear interest rate products, such as bonds, callable bonds, interest rate swaps, swaptions, and callable swaps
• Working on a large analytics library with multiple contributors, while following Software Development Life Cycle (SDLC) guidelines
• VSCode
• PyCharm or an equivalent IDE
• SourceCode management in GIT
• Issue tracking and management using JIRA or equivalent
• Unit testing, regression testing, and integration testing
• Quantitative models such as Hull White Interest Rate Models, Libor Market Models, SABR and applying the modeling techniques to real world financial products

*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

US Only: The expected salary range for this role is $150,000 to $188,000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.

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.