Quantitative Analyst – Cross Asset Financing

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

Key Responsibilities

Do you thrive on intellectual challenges and take pride in building robust, well-designed quantitative solutions? Are you interested in applying advanced quantitative methods to complex financial products for a firm with a truly global footprint? We're looking for an outstanding Quantitative Analyst who can:

Job Type

Full Time

Job Reference #

344917BR

City

London, New York

Key Responsibilities

Do you thrive on intellectual challenges and take pride in building robust, well-designed quantitative solutions? Are you interested in applying advanced quantitative methods to complex financial products for a firm with a truly global footprint? We're looking for an outstanding Quantitative Analyst who can:

• 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.

The team

The Credit Quantitative Analytics (QA) team is the Front Office group responsible for developing quantitative models, methodologies, and technology that support pricing and risk management for Credit businesses across the firm, including Credit Solutions, Flow Credit, Cross Asset Financing, Global Banking. The team's models and infrastructure are used for quoting clients, risk managing trading positions, marking the firm's books and records. The team works closely with Trading, Structuring, IT and control functions, as well as other QA teams such as Equities, FX, Rates and the central infrastructure team.

Your Skills And Experience

• Strong academic background, preferably at the Master's or PhD level, in a quantitative discipline such as Mathematics, Physics, Computational Finance, Engineering, or a related field.
• 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 apply AI and emerging technologies responsibly to improve business outcomes and operational efficiency.
• 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.

About Us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.

We know that great work is never done alone. That's why we place collaboration at the heart of everything we do. Because together, we're more than ourselves. Want to find out more? Visit ubs.com/careers.

Salary information

The indicative gross base salary range as a full-time equivalent role:

• United States - New York - New York min USD 145000 - max USD 172500 /annum

The expected salary for this role will be determined by relevant factors which may include but are not limited to, role-required experience, qualifications, education, location and skill level. UBS offers a range of competitive benefits and for further information, please visit ubs.com/employee-benefits. We may, at our sole discretion, provide additional variable compensation or awards.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We're dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That's why collaboration is at the heart of everything we do. Because together, we're more than ourselves.

We're committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Disclaimer / Policy statements

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.