Quant Analyst

UBS AG; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A leading financial firm is seeking a Quantitative Analyst to drive impactful business insights through the development of quantitative risk models. You will work within a dynamic and creative team in Singapore, focusing on enhancing risk measurement frameworks. The ideal candidate will possess strong analytical and coding skills in Python and contribute collaboratively to develop innovative solutions.

Qualifications

• At least 3 years' experience in quantitative modeling, preferably in Lending Value models.
• Strong coding skills in Python with at least 5 years working experience.
• Disciplined in software development practices and design patterns.

Responsibilities

• Develop/prototype quantitative risk models for the Lombard Lending business.
• Enhance illiquidity and concentration frameworks for portfolio adjustments.
• Collaborate with cross-functional teams to improve digital products.

Skills

Quantitative modelling

Strong coding in Python

Analytical skills

Software development practices

Tools

API design

Azure cloud

Microservices

Job description

Your role

Do you have a proven record of driving lasting business impact by prototyping quantitative models, developing calculation engines and business solutions? Are you an expert of industry standards in software development and process engineering?

At UBS, we re-imagine the way we work, the way we connect with each other – our colleagues, clients and partners – and the way we deliver value. Being agile will make us more responsive, more adaptable, and ultimately more innovative.

We’re looking for a Quantitative Analyst with software development experience to:

• develop/prototype quantitative risk models for the Lombard Lending business delivered in stateless form as calculation services into Front Office and Risk infrastructure covering banking book and trading book products
• enhance our illiquidity and concentration frameworks in the context of automated client level portfolio adjustments
• test model prototypes as well as production software applying industry standards for software development
• collaborate with other quantitative tech analysts to share insights and develop global analysis frameworks and work closely with cross-functional team members to improve (digital) products and journeys iteratively and continuously
• understand, represent, and advocate for client needs

Your team

You’ll be working in the Lombard Lending Models Stream within Quantitative Risk Modelling Team in Singapore. Our systems and models are critical for internal risk measurement of the Lombard Lending business. You will join a diverse, dynamic and creative squad of quant risk modelers and quant software developers who work together towards a shared vision while ensuring personal job satisfaction and growth.

Your expertise

• at least 3 years’ experience in the quantitative modelling space, preferably modelling and maintaining Lending Value models
• independence and experience leading complex projects
• experience with market and instrument reference data, pre-processing of such data and arriving at analytical base tables ready for modelling
• understanding of risks associated with main asset classes such as Equities, Bonds, Funds and structured products
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics to solve practical problems
• strong coding skills in Python with at least 5 years working experience
• capable of maintaining and writing code implementation documentations inclusive of controls and requirements in a clear way
• disciplined and passionate about good software development practices – design patterns, automated tests, continuous integration, agile methodologies, maintainability, clean code
• experience with API design, Azure cloud or developing microservices is a plus
• self-driven, organized and detail-oriented, motivated by making impact