Rates Quantitative Analyst

Responsibilities

• Work closely with Rates Trading and Sales desks to build relationships and understand day‑to‑day challenges; provide quantitative expertise in pricing, risk models, and hedging for flow rates products, and drive adoption of analytics and risk tools.
• Develop, enhance, and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements.
• Collaborate with QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• Maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.

Qualifications

• Strong academic background in a quantitative field (mathematics, physics, engineering, etc.).
• Proficiency in C++ and Python.
• Strong understanding of interest rate financial products and markets, with demonstrable experience in flow rates; knowledge of rates options products is advantageous.
• Hands‑on experience with curve building (multi‑curve frameworks, calibration) and applying curves consistently across pricing and risk.
• Practical knowledge of pricing and risk for flow interest rate products (sensitivities/greeks, scenario/curve risks, hedging), and the ability to troubleshoot and explain model behaviour to desk stakeholders.
• In-depth knowledge of the fundamental aspects of quantitative finance and derivative pricing.
• Ability to communicate complex ideas in a fluent and articulate manner.

Location: London

Position type: Full Time

EEO Statement

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.

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