Your role
Do you love an intellectual challenge? Are you dedicated to quality design?
• developing new derivatives models and extending existing functionality within analytics libraries to cater for business and regulatory requirements
• frequent interaction with trading and control functions to provide support on modelling and quantitative matters
• close collaboration with both stakeholders and IT teams to improve our pricing and booking capabilities
• contributing to the team's efforts to produce comprehensive documentation and testing
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.Your team
The Equities Quantitative Analytics (QA) team is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in equities and equity hybrid derivatives. The team works closely with multiple internal clients including trading, IT and control functions, as well as other QA teams in the firm, such as Rates, FX, Portfolio Analytics.
Your expertise
• strong academic background in a quantitative field (mathematics, physics, engineering, etc) – Post-Graduate degree
• excellent understanding of quantitative finance, modelling and derivative pricing techniques along with practical experience
• high level understanding of financial products and markets, especially equity derivatives
• ability to communicate complex ideas in a fluent and articulate manner
• proficiency in C++ programming and an ability to develop within a well-established codebase – knowledge of Python an advantage
• experience with the models used for valuation and risk management of exotics products is strongly preferred
• knowledge of automatic volatility fitting topics is an advantage
• You’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use
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.
Your Career Comeback
We are open to applications from career returners. Find out more about our program on
ubs.com/careercomeback.