United Kingdom

Quantitative Analysis

Investment Bank

Your role

Does complex modelling excite you? Are you an innovative thinker? Do you want to become an integral part of our team to build out and evolve our XVA/SIMM (Standard Initial Margin Model) and Capital pricing and optimization capabilities?

We are looking for someone like this to:
• work on the next generation cross-asset distributed valuation and risk engine for the calculation of XVA measures, Risk, PnL, PnL Predict, SIMM, Allocation, Capital exposure and capital optimization, strengthening the analytics and the technical platform
• work with traders and risk managers to define and implement pricing and risk capabilities
• deliver high-quality working software translated from business and quant driven requirements
• partner with core IT functions to align and integrate pricing capabilities with existing pricing systems and Capital Exposure calculation engine

Job Reference #

332383BR

City

London

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

You will be working in the Front Office Portfolio Quantitative Analytics team in London. We provide pricing and exposure models, analytics and tools to traders and risk managers globally. We cover traditional XVAs and Capital e.g. CVA, FVA, IMM model for Credit RWA, together with SIMM.

Your expertise

• Strong academic background in a quantitative field with knowledge of stochastic calculus (mathematics, physics, engineering, etc.)
• Knowledge of derivatives pricing, models and risk management in any asset class (e.g. rates, fx,..)
• Experience with OO programming languages (e.g. C++/C#)
• An understanding of financial products and markets is preferable
• Ability to manage projects and numerous stakeholders

*LI-GB

About us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

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.