At a Glance
- Tasks: Develop and market innovative Quantitative Investment Strategies across various asset classes.
- Company: Join a global leader in financial services with a diverse and inclusive culture.
- Benefits: Competitive salary, career development opportunities, and a dynamic work environment.
- Other info: Work in major financial centres and engage with a variety of clients.
- Why this job: Make an impact in finance while collaborating with top professionals in the industry.
- Qualifications: Strong academic background in relevant fields and coding skills are a plus.
The predicted salary is between 60000 - 80000 £ per year.
Your Role
Are you driven, ambitious, a problem‑solver, and skilled at understanding, developing and communicating complex concepts? We are looking for a versatile team member who can:
- Develop, implement and market innovative Quantitative Investment Strategies in the Cash Equity and Cross‑Asset risk premia space.
- Manage a transaction through the entire lifecycle: idea generation, development, implementation, marketing, internal approval and final execution.
- Foster a strong relationship with Trading to develop solutions that can be manageable from both a risk and an operational perspective.
- Create compelling marketing materials and presentations to effectively communicate investment themes and new strategies internally and externally.
- Work closely with Sales to market the best solutions to our clients and originate/execute transactions.
- Collaborate with Quant and IT teams on strategy reconciliation processes.
- Provide post‑trade servicing to clients and continuous support to Sales, including performance update calls and ad hoc analysis.
Your Team
- The Global Markets QIS Structuring team is an entrepreneurial, truly cross‑asset structuring team focusing on the development, marketing and execution of Quantitative Investment Strategies for a broad range of clients such as wealth managers, asset managers, pension funds, insurance companies, corporates and hedge funds.
- The team covers all asset classes (Commodity, Equities, Rates, FX, Credit) in both linear and volatility space with beta, enhanced beta as well as truly dynamic risk premia and alpha strategies.
- The team is represented in major financial centres around the globe – London, New York, Hong Kong and Singapore.
Your Expertise
- A strong academic background in mathematics, science, engineering, computer science or economics.
- Background in developing cash equity / linear cross‑asset strategies is a positive.
- Demonstrated coding skills are a significant advantage.
- Versatility is key as you will be required to work across product development, transaction execution, pitching/marketing, automation, legal documentation drafting.
- Strong interest in financial markets and derivatives, with knowledge of commodity markets and/or working experience in QIS is a strong advantage.
Job Type: Full Time
Job Reference #: 338618BR
City: London
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.
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QIS Equities Structurer employer: UBS
UBS is an exceptional employer, offering a dynamic work environment in the heart of London where innovation and collaboration thrive. With a strong focus on employee development, you will have access to extensive training programs and mentorship opportunities, allowing you to grow your career in the fast-paced world of M&A and strategy. The inclusive culture at UBS fosters teamwork and encourages proactive engagement, making it a rewarding place for professionals looking to make a significant impact in the financial sector.
