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Quantitative Analyst

UBS, City of Westminster

Quantitative Analyst

Salary not available. View on company website.

UBS, City of Westminster

  • Full time
  • Permanent
  • Onsite working

Posted 1 week ago, 13 Apr | Get your application in now before you miss out!

Closing date: Closing date not specified

Job ref: 6369ea5f1d604fe788e4ea9cc18818d3

Location ref: City of Westminster

Full Job Description

  • 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

    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?, 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

    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.

Direct job link

https://www.jobs24.co.uk/job/quantitative-analyst-126691270
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