Quantitative Analyst, Overnight Stress Models and Limit Monitoring

UBS; Zürich; Vor Ort; CHF 100’000 - 130’000; Vollzeit

Zusammenfassung

A leading financial services firm is seeking a Quantitative Analyst specializing in overnight stress models and limit monitoring. Ideal candidates will possess strong analytical skills, advanced degrees in quantitative fields, and proficiency in programming languages like R or Python. This full-time role offers a competitive salary and an opportunity to make significant contributions within the company.

Qualifikationen

• Prior experience in financial services, especially with derivative pricing.
• Sound knowledge of asset pricing and transactions in major asset classes.
• Good communication skills in English, both oral and written.

Aufgaben

• Develop and support overnight stress models and limit monitoring.
• Apply statistical and econometric methods to practical problems.
• Work with large data sets and programming tools to analyze financial data.

Kenntnisse

Analytical skills

Statistical methods

Programming (R, Python)

Financial mathematics

Ausbildung

MSc or PhD in Quantitative Finance, Statistics, Econometrics, Mathematics, or Physics

Tools

R

Python

C++

Matlab

Jobbeschreibung

Quantitative Analyst, Overnight Stress Models and Limit Monitoring

Pay Competitive

Employment type Full-Time

Job Description

Req#: 277207BR • prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes)
• a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
• MSc or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics
• sound knowledge of statistical and econometric methods and their application
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• good IT skills (R or/and Python) or the ability to pick up these fast by demonstrating advanced knowledge in programming languages like C++, Matlab
• experience working with large data sets is beneficial
• good communication skills in English, both in oral and written form

About the company

UBS is a global firm providing financial services in over 50 countries. Visit our site to find out what we offer in the United States of America.

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