Job ref no.: CT3115703-01#2458

Quantitative Analyst

UBS


- Do you like to be involved in quantitative projects with high impact on Equities financing business? Are you an innovative thinker who enjoys building tools? We’re looking for someone like that who can:

– work closely with Delta 1 Trading and fellow Quant members to design, build and document new strategies for inventory management
– understand market dynamics and build tools to identify opportunities for inventory management, funding calculations , lending and collateral optimization
– back test strategies across different markets, and provide support/tools for explaining Profit & Loss, Risk and Over-The-Counter (OTC) products pricing
– engage and understand the desk's balance sheet and risk requirements &/or controls
– participate in technology design discussions for scalability and performance
You’ll be working in the Global Financing Services (GFS) quantitative team based in Hong Kong.
Our team is responsible for building top grade, high performance quant tools and models and helping to optimize the equities funding costs, inventory management and Delta1 products pricing and risk management.

You have:
– a doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics
– good statistics background and experience in implementing intra-day strategies
– experience in data science and portfolio optimization
– good understanding of time series and its modelling
– knowledge / understanding of balance sheet, Profit & Loss measures
– extreme programming/test driven development experience

You are:
– proficient using Java and Python and experienced with KDB/ Q, UNIX and scripting
– capable of documenting model development and able to communicate with people from different teams
– a keen learner who will keep abreast of various market trends in high frequency trading
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

Why UBS? Video
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply Now.
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.

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.

More job information
Job ref no. CT3115703-01#2458
Salary
  • N/A
Job Function
Industry
Employment Term
  • Full-time
Experience
    N/A
Career Level
  • Non-management level
Education
  • Master's degree