Job Overview
Do you love an intellectual challenge? Are you dedicated to quality technical design and keen to solve problems?
Responsibilities
- Develop and extend models, algorithms and tools for the risk management and valuation of the trade portfolio across a wide range of FX/PM option products (incl. multi-currency)
- Quickly relate to and analyze business problems, with the aim to find and implement innovative and high‑quality technical solutions
- Frequently interact with trading desks and other model users to understand their demands and to identify modelling improvements.
- Collaborate closely with stakeholders in front‑office, IT and control functions to successfully deliver on business and regulatory requirements
Qualifications
- Academic background in a quantitative field (mathematics, physics, engineering etc.) – PhD/Masters level preferred
- Proficiency in C++ programming (Python, C# an advantage)
- Prior experience working in a front‑office quant or strat role, preferably in FX
- A solid understanding of financial products and markets, preferably FX
- Good knowledge of quantitative finance, models and derivative pricing techniques.
- Ability to communicate complex ideas in a fluent and articulate manner
Job Details
Job Type Full Time
Job Reference # 340007BR
City London, Opfikon
About UBS
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.
Equal Opportunities
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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