Front Office Rates Quant Analyst – Pricing, Risk & Modelling

UBS; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

UBS is seeking a Rates Quantitative Analytics professional in London to partner with Trading and Sales desks. The role focuses on pricing, risk modeling, hedging for flow rates, and building robust analytics libraries.

The team develops and maintains interest-rate analytics tools, working across pricing and risk. Collaboration with technology groups ensures production-grade solutions and transparent risk reporting.

Qualifications

• Strong academic background in a quantitative field (mathematics, physics, engineering, etc.).
• Proficiency in C++ and Python.

Responsibilities

• Work closely with Rates Trading and Sales desks to provide quantitative expertise in pricing, risk models and hedging for flow rates products.
• Develop, enhance and maintain interest rate analytics and model libraries to address trading, business and regulatory requirements.
• Collaborate with QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• Maintain proactive interaction with Trading and Sales to respond to issues, investigate anomalies and propose new analytics.

Skills

C++

Python

Quantitative Finance

Curve Building

Education

Quantitative degree

Job description

UBS is seeking a Rates Quantitative Analytics professional in London to partner with Trading and Sales desks. The role focuses on pricing, risk modeling, hedging for flow rates, and building robust analytics libraries.

The team develops and maintains interest-rate analytics tools, working across pricing and risk. Collaboration with technology groups ensures production-grade solutions and transparent risk reporting.