Quantitative Analyst — Credit Solutions Front Office

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

Job summary

UBS in New York is seeking a Quantitative Analyst to develop valuation and risk models for Credit Solutions, including cross-asset hybrids. You will partner with QA teams and collaborate with Trading, Structuring and Risk to deliver scalable solutions and robust methodologies.

The role emphasizes strong math, ML techniques, and the ability to communicate complex ideas while applying AI responsibly to improve workflows and business outcomes.

Qualifications

• Master’s or PhD in Mathematics, Physics, Computational Finance, Engineering or related field.
• Solid foundation in quantitative finance and derivatives pricing.
• Proficiency in object-oriented programming languages, especially C++ or Python.

Responsibilities

• Develop and enhance valuation and risk models for credit products.
• Collaborate to build automated cross-asset solutions for Trading, Structuring, Sales.
• Work with Trading, Structuring, Risk and Control to analyze data and support decisions.

Skills

Masters/PhD

C++/Python

Quant finance

Cross-asset products

Stochastic calculus

Monte Carlo methods

PDEs & numerics

AI in finance

Strong communication

AI ethics/judgement

Education

Master's or PhD in quantitative field

Tools

C++

Python

Job description

UBS in New York is seeking a Quantitative Analyst to develop valuation and risk models for Credit Solutions, including cross-asset hybrids. You will partner with QA teams and collaborate with Trading, Structuring and Risk to deliver scalable solutions and robust methodologies.

The role emphasizes strong math, ML techniques, and the ability to communicate complex ideas while applying AI responsibly to improve workflows and business outcomes.