Valuation Model Quantitative Analyst

UBS

Kraków, małopolskie Wrocław, dolnośląskie
Stała
Niepełny etat

22 dni temu

Business DivisionsGroup FunctionsYour roleDoes complex modelling excite you? Are you an innovative thinker who enjoys applying your skills to a wide range of model types and risks? We're looking for someone like that to:

Independently develop and review valuation models & methodologies that support UBS trading businesses
Contribute to the development of benchmark testing in Python
Work closely with front office quants, business, and finance
Participate in key strategic and cross-functional projects

Function CategoryRiskJoin usAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?Contact DetailsUBS Business Solutions SA
UBS RecruitingYour teamYou'll be working in the IB Valuation Methodologies team focusing on valuation models & methodologies. The team has a broad mandate covering all major asset classes, but you will be expected to focus mostly on Equities and FX. We are a diverse and global team: you will be working on projects with colleagues across Europe, APAC and the US. The Model Risk Management & Control (MRMC) function is a part of Group CRO organization. We have responsibility for the Model Risk Control framework, which includes model validation, model control, and governance activities.Your expertise

Masters degree or PhD in a quantitative discipline (e.g. mathematics, physics)
Ability to analyse complex problems and critically assess financial models of different derivatives (e.g. pricing models on options/structured products)
Understanding of Python coding language
Some experience in a similar quantitative role preferred
Collaborative and team-oriented, with strong written and interpersonal communication skills

About usUBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..We have a presence in all major financial centers in more than 50 countries.How we hireThis role requires an assessment on application. Learn more about how we hire: www.ubs.com/global/en/careers/experienced-professionals.html

UBS

Aplikuj