Quantitative Analyst, Overnight Stress Models and Limit Monitoring

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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