Cross-Asset Financing Quant – Front Office Analytics

UBS; New York (NY); On-site; USD 145,000 - 173,000; Full time

Job summary

UBS is seeking a Quantitative Analyst to design and implement robust quantitative solutions for Cross Asset Financing, including Structured and Fund Financing. You will apply advanced methods to model complex fund structures and securitized products, collaborating with Trading, Structuring, Risk and Control to support pricing and decision-making.

The role emphasizes strong academic background, OO programming (C/C++/C#/Java/Python), and modern quantitative finance techniques, within UBS’s global

Qualifications

• Master's or PhD level in Mathematics, Physics, Computational Finance, Engineering, or related fields.
• Proficiency in OO languages (C, C#, Java, Python) for scalable solutions.
• Solid foundation in quantitative finance and derivatives pricing; knowledge of modern numerical methods and ML.

Responsibilities

• Research, develop and enhance valuation and risk models for Cross Asset Financing, including Structured and Fund Financing.
• Model complex fund structures in bespoke Fund Financing facilities.
• Develop prepayment and default models for securitized products using advanced statistical techniques.
• Collaborate with QA teams to build automated cross-asset solutions for Trading, Structuring and Sales.
• Partner with Trading, Structuring, Risk and Control to perform statistical analyses and support decisions.

Skills

Master's or PhD in a quantitativefield

C

C#

Java

Python

AI/ML foundations

Communication skills

Education

Master's or PhD in a quantitative discipline

Job description

UBS is seeking a Quantitative Analyst to design and implement robust quantitative solutions for Cross Asset Financing, including Structured and Fund Financing. You will apply advanced methods to model complex fund structures and securitized products, collaborating with Trading, Structuring, Risk and Control to support pricing and decision-making.

The role emphasizes strong academic background, OO programming (C/C++/C#/Java/Python), and modern quantitative finance techniques, within UBS’s global