Quantitative Analyst - AI-Driven Cross-Asset Finance (NY)

UBS; New York (NY); Sur place; USD 225 000 - 243 000; Plein temps

Résumé du poste

UBS in New York seeks a Quantitative Analyst to build and refine valuation and risk models for Cross Asset Financing. You will apply advanced quantitative methods to complex financial products and collaborate with Trading, Structuring, Risk and Control to drive pricing accuracy and risk insights.

The role requires a strong academic background in a quantitative field, 5+ years of experience, and proficiency in Python/C++/Java.

Qualifications

• Master’s or PhD in a quantitative discipline such as Mathematics, Physics, Computational Finance, Engineering.
• 5+ years of relevant work experience.
• 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 identify and drive opportunities to apply AI and emerging technologies responsibly to enhance business outcomes and operational efficiency.
• Strong stakeholder management and influencing skills with the 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 standard and ethical use.

Responsabilités

• Research, develop and enhance the valuation and risk management models and tools supporting Cross Asset Financing businesses, including Structured Financing and Fund Financing.
• Apply quantitative techniques to model complex fund structures in bespoke Fund Financing facilities.
• Apply advanced statistical techniques to develop prepayment and default models for securitized products.
• Partner with other Quantitative Analytics (QA) teams to develop automated and scalable cross-asset solutions used by Trading, Structuring, and Sales.
• Collaborate closely with Trading, Structuring, Risk, and Control functions to perform statistical analysis, develop valuation and risk methodologies, and support business decision-making.

Connaissances

Python

C++

Quantitative finance

Derivatives pricing

Machine learning

Stakeholder management

Communication skills

AI in finance

Formation

Master’s or PhD in quantitative discipline

Outils

Python

C++

Java

Description du poste

UBS in New York seeks a Quantitative Analyst to build and refine valuation and risk models for Cross Asset Financing. You will apply advanced quantitative methods to complex financial products and collaborate with Trading, Structuring, Risk and Control to drive pricing accuracy and risk insights.

The role requires a strong academic background in a quantitative field, 5+ years of experience, and proficiency in Python/C++/Java.