provide quantitative expertise in pricing, risk models and hedging for flow rates products, and drive adoption of analytics and risk tools. • develop, enhance and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements • collaborate with other QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls. • The teamThe Rates 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 interest rate trading positions. Our team works closely with multiple internal clients including trading, sales, IT and control functions.Your skills and experience• strong academic background in a quantitative field (mathematics, physics, engineering, etc.) • proficiency in C++ and Python. • strong understanding of interest rate financial products and markets, with demonstrable experience in flow rates; knowledge of rates options products is advantageous • hands-on experience with curve building (multi-curve frameworks, calibration) and applying curves consistently across pricing and risk • practical knowledge of pricing and risk for flow interest rate products (sensitivities/greeks, scenario/curve risks, hedging), and the ability to troubleshoot and explain model behaviour to desk stakeholders • in-depth knowledge of the fundamental aspects of quantitative finance and derivative pricing • ability to communicate complex ideas in a fluent and articulate manner. • you’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment - validating outputs and aligning with policies, risk standards, and ethical use.*LI-GBAbout usUBS 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. We know that great work is never done alone. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.Disclaimer / Policy statementsUBS is an Equal Opportunity Employer. Quantitative Analysis: Investment Bank
Stock Analyst - Hybrid in London employer: UBS
UBS is an exceptional employer, offering a dynamic work environment in London where collaboration and innovation thrive. As a CCP Risk Manager, you'll benefit from a culture that prioritises employee growth, providing opportunities to tackle complex challenges while utilising cutting-edge AI technologies. With a commitment to inclusivity and flexible working options, UBS ensures that every team member can contribute meaningfully to our collective success.
