Quantitative Analyst

Overview

Role in the Global Markets Financing quantitative team based in New York. Our team is responsible for building high‑performance, quantitative solutions to optimize delta-one products pricing and trading, inventory management, lending offerings and data analytics.

• Inventory internalization and trading optimization, marginal trade and client pricing.
• Flow and client portfolio financing analytics, return measurement, client behavioral & strategy profiling, with a view to enhancing client financing offering across asset classes.
• Stock borrows and loan optimization, borrow rate prediction, client pricing and systematic market-making.
• Delta-one product (Equity Swaps, Futures…etc) pricing and analytics, implied financing rate calibration and prediction, trading strategies research and back-testing.

• 2+ years of professional experience in a quantitative field within finance
• Exceptional analytical, quantitative and problem-solving skills
• Master of advanced mathematics / statistics / machine learning arising in financial modeling (i.e. numerical analysis, probability theory, optimization / regression, machine learning techniques)
• Strong software design and development skills, proficient using Python and experienced with KDB / Q, UNIX and scripting
• Strong entrepreneurial and communication skills, ability to reliably drive initiatives and work well in a team
• A keen learner who will keep abreast of various market trends
• Knowledge/ understanding of financing markets, balance sheet, profit & Loss measures
• A doctorate/masters degree in mathematics, physics, computer science, engineering or econometrics

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.

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.