{ “@context”: “http://schema.org”, “@type”: “JobPosting”, “title”: “QIS Quantitative Analyst”, “description”: “
Responsibilities
- Lead the design, development, and implementation of quantitative models and analytics supporting the QIS business, covering strategy research, pricing, risk, and lifecycle management.
- Play a key role in designing and modelling the next generation of QIS strategies, partnering closely with Trading, Structuring and Sales from idea generation through production launch.
- Deliver high quality quantitative applications, tools, and workflows to support QIS Trading in managing, analysing, and hedging risk.
- Contribute to the transformation of the QIS calculation stack, including migration towards a strategic, cloud based architecture in collaboration with IT and platform teams.
- Support internal and external stakeholders, including clients, third party calculation agents, and internal platform teams, ensuring robustness, transparency, and scalability of QIS analytics.
- Build and maintain strong working relationships with Trading, Structuring, Sales, Quant, IT, and Risk partners in London and across regions.
Qualifications
- 3+ years of professional experience in QIS, systematic trading, quantitative research, structuring, or front office quant roles within Global Markets.
- Strong proficiency in Python for developing quantitative models, analytics, and production ready applications.
- Solid grounding in financial mathematics, time series analysis, and quantitative modelling techniques.
- Experience working with large scale data and analytics pipelines; familiarity with KDB/Q or equivalent technologies is required.
- Strong analytical, problem solving, and architectural design skills, with an ability to operate effectively in a front office environment.
- Academic background in Mathematics, Physics, Engineering, Computer Science, or a related STEM discipline.
- Strong knowledge of AI/ML techniques, with experience delivering such models into production environments a plus.
- Proficiency in additional programming languages such as Java or C++; experience with performance critical or large scale systems is a plus.
- Experience with strategic cloud platforms and workflows (e.g. Azure based architectures); exposure to migration or platform transformation initiatives is advantageous.
- Strong understanding of the end to end lifecycle of systematic strategies, from research and modelling through production and client delivery.
- Post graduate academic studies in a quantitative STEM subject.
Job Type: Full Time
City: London
Job Reference: 336805BR
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.
#J-18808-Ljbffr”, “datePosted”: “2026-05-04”, “hiringOrganization”: { “@type”: “Organization”, “name”: “UBS”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__422603935__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “London” } } }Company: UBS
Location: London
Job Description:
Responsibilities
- Lead the design, development, and implementation of quantitative models and analytics supporting the QIS business, covering strategy research, pricing, risk, and lifecycle management.
- Play a key role in designing and modelling the next generation of QIS strategies, partnering closely with Trading, Structuring and Sales from idea generation through production launch.
- Deliver high quality quantitative applications, tools, and workflows to support QIS Trading in managing, analysing, and hedging risk.
- Contribute to the transformation of the QIS calculation stack, including migration towards a strategic, cloud based architecture in collaboration with IT and platform teams.
- Support internal and external stakeholders, including clients, third party calculation agents, and internal platform teams, ensuring robustness, transparency, and scalability of QIS analytics.
- Build and maintain strong working relationships with Trading, Structuring, Sales, Quant, IT, and Risk partners in London and across regions.
Qualifications
- 3+ years of professional experience in QIS, systematic trading, quantitative research, structuring, or front office quant roles within Global Markets.
- Strong proficiency in Python for developing quantitative models, analytics, and production ready applications.
- Solid grounding in financial mathematics, time series analysis, and quantitative modelling techniques.
- Experience working with large scale data and analytics pipelines; familiarity with KDB/Q or equivalent technologies is required.
- Strong analytical, problem solving, and architectural design skills, with an ability to operate effectively in a front office environment.
- Academic background in Mathematics, Physics, Engineering, Computer Science, or a related STEM discipline.
- Strong knowledge of AI/ML techniques, with experience delivering such models into production environments a plus.
- Proficiency in additional programming languages such as Java or C++; experience with performance critical or large scale systems is a plus.
- Experience with strategic cloud platforms and workflows (e.g. Azure based architectures); exposure to migration or platform transformation initiatives is advantageous.
- Strong understanding of the end to end lifecycle of systematic strategies, from research and modelling through production and client delivery.
- Post graduate academic studies in a quantitative STEM subject.
Job Type: Full Time
City: London
Job Reference: 336805BR
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.
#J-18808-Ljbffr…
Posted: May 4th, 2026