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Quantitative analyst

London
UBS
Quantitative analyst
Posted: 27 July
Offer description

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* Develop and extend tools within the Model Risk Management front office quant team to facilitate the governance of model processes including but not limited to model documentation, testing and model performance analysis etc.
* Work closely with other QA teams to ensure models are submitted to MRMC to a high standard, in a timely manner and fully compliant with the GoM Policy.
* Have frequent interactions with all the stakeholders, namely MRMC, IT and trading to resolve model usage exceptions

Job Reference #
321974BR

Job Type
Full Time

Your role

* Develop and extend tools within the Model Risk Management front office quant team to facilitate the governance of model processes including but not limited to model documentation, testing and model performance analysis etc.
* Work closely with other QA teams to ensure models are submitted to MRMC to a high standard, in a timely manner and fully compliant with the GoM Policy.
* Have frequent interactions with all the stakeholders, namely MRMC, IT and trading to resolve model usage exceptions

Your team
The Quants model risk management and regulatory team is the Front Office group responsible for managing Model Risk on behalf of Model Owners. The team offers a critical eye to ensure compliance with GoM policy and offers solutions to Governance issues. This involves closely working with multiple stakeholders including, FO model developers, trading, IT Dev, MRM, QRM and control functions, MRMC, MRC, Finance, BRM.

Your expertise

* Hold a degree in a quantitative field (mathematics, physics, Quantitative Finance, etc)
* An understanding of financial products and markets, ideally in interest rate derivatives and Equities
* Knowledge of quantitative finance, derivative pricing
* Proficiency in Python, Latex
* Effective problem solving and strong ability to communicate and present in a fluent and articulate manner

About Us
UBS is the world’s largest and the 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..

We have a presence in all major financial centers in more than 50 countries.

Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

Disclaimer / Policy Statements
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.

Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.


Seniority level

* Seniority level

Not Applicable


Employment type

* Employment type

Full-time


Job function

* Job function

Research, Analyst, and Information Technology
* Industries

Banking, Financial Services, and Investment Banking

Referrals increase your chances of interviewing at UBS by 2x

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