Job description
Job Reference #
City
Job Type
Your role
- independently review exotic equities and commodities derivative models
- approve exotic transactions and model reserve methodologies
- provide expertise on model suitability, calibration, speed and accuracy
- develop benchmark models in python and C++
- work closely with front office quants, market risk control, and trading
Your team
Your expertise
– some working experience in a similar quantitative role
– MSc or PhD in a quantitative discipline
– proficiency using C++ and/or Python, and ideally some experience in implementing derivative models using Monte Carlo and/or partial differential equation techniques
– excellent written and interpersonal communication skills
You are:
– methodical, concise and accurate, with strong attention to detail
– able to apply technical understanding to practical problems
– willing to collaborate and share knowledge with your team
- LI-GB
About us
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
How we hire
Join us
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
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