At a Glance
- Tasks: Develop and enhance derivatives models using cutting-edge analytics and AI techniques.
- Company: Join a leading financial firm with a focus on innovation and collaboration.
- Benefits: Competitive salary, diverse work culture, and opportunities for professional growth.
- Other info: Dynamic team environment with strong career advancement potential.
- Why this job: Tackle intellectual challenges and make a real impact in the finance world.
- Qualifications: Post-graduate degree in a quantitative field and proficiency in C++ or Python.
The predicted salary is between 60000 - 80000 £ per year.
Your role
- Do you love an intellectual challenge? Are you dedicated to quality design?
- Developing new derivatives models and extending existing functionality within analytics libraries to cater for business and regulatory requirements.
- Combining traditional financial derivative modelling techniques with more machine learning and AI approaches.
- Constructive and frequent interaction with trading and structuring teams on modelling and quantitative matters.
- Close collaboration with business stakeholders, control functions and IT teams to improve our pricing and risk management capabilities.
Your team
The Equities Quantitative Analytics (QA) team is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm’s trading positions in equities, commodities, convertible bonds and equity hybrid derivatives. The team works closely with multiple internal clients including trading, structuring, IT and control functions, as well as other QA teams in the firm, such as Rates, FX, Pricing Platform and Portfolio Analytics.
Your expertise
- Strong academic background in a quantitative field (mathematics, physics, statistics, engineering, etc) – Post‑Graduate degree required.
- Excellent understanding of quantitative finance, modelling and derivative pricing techniques along with practical experience.
- A high level understanding of financial products and markets, especially equity derivatives.
- Ability to communicate complex ideas in a fluent and articulate manner.
- Proficiency in C++ and/or Python programming and an ability to develop within a well‑established codebase.
GED Quantitative Analyst employer: UBS
UBS is an excellent employer for a FX Quantitative Analyst in London, offering a dynamic work culture that fosters collaboration and innovation. Employees benefit from comprehensive professional development opportunities and the chance to engage with diverse stakeholders, ensuring meaningful contributions to high-impact projects in the fast-paced world of finance.
