Preparing for your next Quant Interview?
Practice Here!

Quantitative Analyst, Large Corporates & Financial Institution Lending

Quantitative Analyst, Large Corporates & Financial Institution Lending
New York, US
149,000 - 235,000
Apply Now
Job Description

Your role

Do you have a proven record of driving lasting business impact by developing state-of-the-art quantitative models, applications and strategies? Are you an expert of the market, client needs and best practice application of trading, investment, and risk processes?

At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We’re looking for a Quantitative Analyst to:

• bring new quantitative modelling ideas to address US business demands

• develop and maintain US credit models

• collaborate with stakeholders (risk officers, business managers and IT team) to establish the processes supporting the good execution of the models

Your team

You will be working within the Large Corporates & Financial Institution Lending Models Crew within Credit Risk Models Stream in Weehawken, USA, which is part of UBS group-wide Risk Methodology. As a Quantitative Analyst, you will be delivering best-in-class model development to UBS US wholesale business.

Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

Your expertise

• 3+ years of work experience in credit risk model development or validation

• a Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)

• excellent coding skills in R or Python

• very good communication skills and ability to explain technical topics clearly and intuitively, both written and orally

• team-oriented and able to complete tasks independently to high quality standards.

Share this job
Share On
Apply Now