Quantitative Analyst – AI-Driven Risk & Modeling

Jersey Digs

Weehawken (NJ)

On-site

USD 140,000 - 180,000

Full time

3 days ago

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Job summary

UBS is seeking a senior quant for its ETF and Mutual Fund Strategy and Analytics team within Global Wealth Management Americas in New Jersey. You will develop and calibrate models for portfolio risk measurement and attribution, conduct advanced time-series analyses, and translate research into actionable risk guidance.

Qualified candidates have 7+ years in quantitative analysis, strong communication, and proficiency in R/SQL/PowerBI/Excel.

Qualifications

Ideally 7+ years of quantitative analysis in asset management or risk management.
Deep knowledge of time-series, econometrics, and statistical modeling.
Familiar with risk concepts: risk decomposition, factor exposure, stress testing.
Experience with Aladdin/Barra/FactSet/Bloomberg PORT is a plus.
Strong teamwork and cross-functional collaboration.
Excellent written and verbal communication.
Proficiency in R, SQL, PowerBI, and Excel.
Experience applying AI tools for research and model development.
Ability to manage multiple projects and meet deadlines.
Bachelor's in quantitative field; master's a plus; CFA/FRM/CAIA valued.

Responsibilities

Develop, calibrate, and implement statistical and econometric models to support portfolio risk measurement and attribution.
Conduct advanced time-series analysis and apply econometric techniques to assess investment strategies.
Translate research into actionable risk management insights.
Contribute to development and maintenance of regular and ad hoc risk reports.
Collaborate with portfolio management teams and technology partners to enhance model transparency and usability.
Document model methodologies clearly for internal and regulatory use.