Rates Quantitative Analyst

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

Key Responsibilities

Do you love an intellectual challenge? Are you dedicated to rigorously understanding problems and innovating solutions? Can you perform under pressure in a dynamic environment? We're looking for someone outstanding who can:

• work closely with our Rates Trading and Sales desks, regularly sitting with them to build strong relationships and understand day-to-day challenges; provide quantitative expertise in pricing, risk models and hedging for flow rates products, and drive adoption of analytics and risk tools.
• develop, enhance and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements
• collaborate with other QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.

Job Type

Full Time

Job Reference #

341190BR

City

London

Key Responsibilities

Do you love an intellectual challenge? Are you dedicated to rigorously understanding problems and innovating solutions? Can you perform under pressure in a dynamic environment? We're looking for someone outstanding who can:

• work closely with our Rates Trading and Sales desks, regularly sitting with them to build strong relationships and understand day-to-day challenges; provide quantitative expertise in pricing, risk models and hedging for flow rates products, and drive adoption of analytics and risk tools.
• develop, enhance and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements
• collaborate with other QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.

The team

The Rates 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 interest rate trading positions. Our team works closely with multiple internal clients including trading, sales, IT and control functions.

Your Skills And Experience

• strong academic background in a quantitative field (mathematics, physics, engineering, etc.)
• proficiency in C++ and Python.
• strong understanding of interest rate financial products and markets, with demonstrable experience in flow rates; knowledge of rates options products is advantageous
• hands-on experience with curve building (multi-curve frameworks, calibration) and applying curves consistently across pricing and risk
• practical knowledge of pricing and risk for flow interest rate products (sensitivities/greeks, scenario/curve risks, hedging), and the ability to troubleshoot and explain model behaviour to desk stakeholders
• in-depth knowledge of the fundamental aspects of quantitative finance and derivative pricing
• ability to communicate complex ideas in a fluent and articulate manner.
• you’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, 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. Want to find out more? Visit ubs.com/careers.

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.