Model Validation Quantitative Analyst London, England
UBS
Full Time
London, England
60994 - 110000 GBP ANNUAL Today
Job description
United Kingdom
Risk
Group Functions
Job Reference #
269073BR
City
London
Job Type
Full Time
Your role
Does complex modelling excite you? Are you an innovative thinker?
We’re looking for a Model Validation Quantitative Analyst like you to help us:
We’re looking for a Model Validation Quantitative Analyst like you to help us:
- independently review rates, inflation, hybrid derivative models and products
- approve exotic rates and hybrid trade approval transactions
- contribute to the development of benchmark models in C++ in our in-house cutting edge library
- work on model suitability, calibration, speed and accuracy
- work closely with front office quants, market risk control, and trading
Your team
You’ll be working in our global Model Validation team, focusing on interest rates, inflation, long dated FX and hybrid derivatives. As part of our Group Risk Control function, our team's main objective is the validation of the models used for the valuation and management of the firm's trading positions, from a model risk perspective.
Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
Your expertise
- educated to MSc or PhD (preferred) level in a quantitative discipline
- ideally a minimum of 1-3 years’ work experience in a similar quantitative role (but a PhD with a strong technical background will also be considered)
- extensive experience in C++ and Python
- exposure to implementing complex derivative models using Monte Carlo and/or partial differential equation techniques is an advantage
- motivated to drive forward strategic initiatives while keeping strong attention to detail
- ability to apply technical understanding to practical problems
About us
UBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
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?
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?
Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
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?
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?
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.
