Quantitative Analyst - Cross Asset Financing

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

Job summary

UBS Group AG in London seeks a senior quantitative analyst to advance pricing and risk models for Credit businesses. You will develop robust quantitative solutions using C, C#, Java or Python and collaborate with Trading, IT and control teams across the Front Office.

Strong academic background in quantitative fields (Master's or PhD) is required, with knowledge of derivatives pricing and AI applications for business optimization.

Qualifications

• Strong academic background in a quantitative discipline (Master's or PhD).
• Proficiency in object-oriented languages such as C, C#, Java or Python with ability to develop robust quantitative solutions.
• Solid foundation in quantitative finance and derivatives pricing with knowledge of modern numerical and machine learning techniques.
• Knowledge of securitized products, fixed income analytics, and complex fund structures is a plus.
• Ability to apply AI responsibly to improve business outcomes and operational efficiency.

Responsibilities

• Perform statistical analysis and develop valuation and risk methodologies.
• Support business decision-making and pricing/risk management.
• Collaborate with Trading, IT and control functions and other QA teams.

Skills

C/C++

Java

Python

C#

Education

Master's or PhD in a quantitative field

Job description

perform statistical analysis, develop valuation and risk methodologies, and support business decision-making.

Your Career Comeback

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

The team

The Credit Quantitative Analytics (QA) team is the Front Office group responsible for developing quantitative models, methodologies, and technology that support pricing and risk management for Credit businesses across the firm, including Credit Solutions, Flow Credit, Cross Asset Financing, Global Banking. The team's models and infrastructure are used for quoting clients, risk managing trading positions, marking the firm's books and records. The team works closely with Trading, Structuring, IT and control functions, as well as other QA teams such as Equities, FX, Rates and the central infrastructure team.

Your skills and, experience

Strong academic background, preferably at the Master's or PhD level, in a quantitative discipline such as Mathematics Physics, Computational Finance, Engineering, or a related field, Proficiency in one of the object-oriented programming languages such as C , C#, Java or Python, with the ability to develop robust and scalable quantitative solutions. A solid foundation in quantitative finance and derivatives pricing, with knowledge of modern numerical and/or machine learning techniques. Knowledge of securitized products, fixed income analytics, and complex fund structures is a plus. Ability to apply AI and emerging technologies responsibly to improve business outcomes and operational efficiency. Ability to communicate complex ideas in a fluent and articulate manner. You're curious to explore how AI can improve how we build, delivery and optimize workflows. You do this with sound judgment - validating outputs and aligning with policies, risk standard and ethical use.

About us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe. We know that great work is never done alone. That's why we place collaboration at the heart of everything we do. Because together, we're more than ourselves.

Salary information

The indicative gross base salary range as a full-time equivalent role:

• United States - New York - New York min USD - max USD /annum The expected salary for this role will be determined by relevant factors which may include but are not limited to, role-required experience, qualifications, education, location and skill level.
• UBS offers a range of competitive benefits and for further information, please visit ubs.com/employee-benefits.
• We may, at our sole discretion, provide additional variable compensation or awards.
• Join usAt 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 statementsUBS 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.
• United Kingdom, United States - New York: Investment Banking: Investment Bank