Are you an experienced Quant developer with experience in derivatives pricing, risk and data science? Are you in innovative thinking and enjoy building tools? We are looking for someone who can:
• help design, develop and enhance state-of-the art risk management and pricing tools
• develop analytics to come up with optimal derivatives portfolio hedging schemes
• back test hedging strategies across market regimes
• develop derivative strategies pricing /analytics
• involve in projects from requirements capture through to delivery
• work closely with fellow Quant Developers, Derivatives Trading, Sales and IT to deliver automation tools
You will be working with the Quant Development equities derivatives team in US working closely with Equity Derivatives front office . Our role is to provide risk management tools to Derivative trading and workflow and analytics to Sales. Our team is responsible for building top grade data science and automation tools with a revenue focus and particular emphasis to reduce operational errors and costs.
• a master's degree in mathematics, physics, computer science, engineering, econometrics.
• experience in data science, big data analysis
• experience in derivatives risk and portfolio optimization.
• good understanding of time series and time series modelling.
• ability to explain / visualize / simulate derivatives market data
• experience in back-testing strategies.
• experience dealing with equity derivatives products/pricing
o exposure to CEPs
• keen learner that continues to upgrade data science skills
• able to work with KDB/Q
• experienced in UNIX and scripting
• capable of documenting model development and able to communicate with people from different teams in the bank.
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
CA, CO, WA and NY based roles: The salary range for this role is $91,250 to $113,750 based on experience, education, and skill level. This role may be eligible for discretionary incentive compensation. For benefits information: ubs.com/usbenefits.