Quantitative Risk Analyst - FX Derivatives & Money Markets

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • UBS UK
  • 16 Feb 19

Job Reference # 185798BR

Your role
This is an excellent opportunity to enhance your expertise in the quantitative finance world by working alongside experienced modellers in a dynamic and exciting environment. We are looking for a Director (VP level or possible strong Associate Director/AVP) who will
• independently review exotic foreign exchange derivative models
• develop cutting-edge benchmark models in C++ and Python
• work closely with front office quants, traders and market risk officers

Your team
You'll be working in the Model Validation team focusing on FX derivatives and Money Markets. The team is currently based on the trading floor.

As part of Group Risk Control, the main objective of the team is the validation of the models used for pricing, valuation and risk management of the firm's trading positions.

Your expertise
- MSc or PhD in a quantitative discipline
- Hands-on experience with C++ and Python (desirable)
- Knowledge of quantitative finance and derivative pricing with prior working experience in a similar quantitative role
- Excellent written and interpersonal communication skills
- Strong knowledge of FX derivatives and Money Markets
- Methodical, concise and accurate, with strong attention to detail
- Able to apply technical understanding to practical problems
- Willing to collaborate and share knowledge with your team

About us
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?

Join us
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.

Disclaimer / Policy Statements
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.