Quantitative Analyst

UBS

  • London
  • Permanent
  • Part-time
  • 1 month ago
Business DivisionsInvestment BankYour role
  • Develop and extend tools within the Model Risk Management front office quant team to facilitate the governance of model processes including but not limited to model documentation, testing and model performance analysis etc.
  • Work closely with other QA teams to ensure models are submitted to MRMC to a high standard, in a timely manner and fully compliant with the GoM Policy.
  • Have frequent interactions with all the stakeholders, namely MRMC, IT and trading to resolve model usage exceptions
Function CategoryQuantitative AnalysisJoin usAt 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?Your teamThe Quants model risk management and regulatory team is the Front Office group responsible for managing Model Risk on behalf of Model Owners. The team offers a critical eye to ensure compliance with GoM policy and offers solutions to Governance issues. This involves closely working with multiple stakeholders including, FO model developers, trading, IT Dev, MRM, QRM and control functions, MRMC, MRC, Finance, BRM.Your expertise
  • Hold a degree in a quantitative field (mathematics, physics, Quantitative Finance, etc)
  • An understanding of financial products and markets, ideally in interest rate derivatives and Equities
  • Knowledge of quantitative finance, derivative pricing
  • Proficiency in Python, Latex
  • Effective problem solving and strong ability to communicate and present in a fluent and articulate manner
*LI-GBAbout usUBS is the world's largest and the 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..We have a presence in all major financial centers in more than 50 countries.Your Career ComebackWe are open to applications from career returners. Find out more about our program on .

UBS