QIS Modelling Quantitative Analyst

UBS; Greater London; On-site; GBP 100,000 - 125,000; Full time

Job summary

A global financial services company in London seeks a modeler for the Equities Quantitative Analytics Team. The role focuses on developing pricing frameworks, derivatives models, and collaborating with multiple teams. Ideal candidates should have a strong academic background in quantitative fields, proficiency in C++ or Python, and an understanding of equity derivatives. The position offers a dynamic environment and opportunities for career development.

Benefits

Flexible working options

Opportunities for growth

Supportive team environment

Qualifications

• Strong academic background in a quantitative field.
• Excellent understanding of quantitative finance and derivative pricing.
• Ability to communicate complex ideas clearly.

Responsibilities

• Develop a pricing and risk-management framework.
• Develop derivatives models and extend analytics libraries.
• Collaborate with stakeholders and IT teams.

Skills

Quantitative analysis

C++

Python

Modeling

Education

Post-Graduate degree in a quantitative field

Job description

Job Reference #

330702BR

City

London

Job Type

Full Time

Your role

The Equities Quantitative Analytics Team is looking for a modeler to work within the Quantitative Investment Strategies (QIS) modelling team. The team supports the QIS business which offers clients products on custom investment strategies across a range of asset classes.

Do you love an intellectual challenge? Are you dedicated to quality design?

• Developing a pricing and risk-management framework for dynamic investment strategies.
• Developing derivatives models and extending existing functionality within analytics libraries to facilitate new business initiatives and comply with regulatory requirements.
• Frequent interaction with trading, structuring and control functions to provide support on modelling and quantitative matters.
• Close collaboration and coordination with both stakeholders and IT teams to improve our pricing and booking capabilities.
• Contributing to the team's efforts to produce comprehensive documentation and testing.

Your Career Comeback

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

Your team

The Equities Quantitative Analytics (QA) team is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in equities and equity hybrid derivatives. The team works closely with multiple internal clients including trading, IT and control functions, as well as other QA teams in the firm, such as Rates, FX, Portfolio Analytics.

Your expertise

• Strong academic background in a quantitative field (mathematics, physics, engineering, etc) – Post-Graduate degree strongly preferred.
• Excellent understanding of quantitative finance, modelling and derivative pricing techniques along with practical experience.
• A high-level understanding of financial products and markets, especially equity derivatives.
• Ability to communicate complex ideas in a fluent and articulate manner.
• Proficiency in one of C++/python (with knowledge of the other language an advantage) and an ability to develop within a well-established codebase.

*LI-GB

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 know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

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.