Emerging Markets Quantitative Analyst recruitment
The UBS Quant group is currently seeking a Quantitative analyst to focus on the EM space. This is an opportunity to work closely with traders in the development and application of models, analytics and trading tools.
Quantitative Analysts are responsible for independently conducting and interpreting quantitative analysis/modelling.
Research is primarily focused on creating, analysing and adapting mathematical models for pricing derivatives. Quantitative Analysts apply knowledge
of derivatives and risk processes/theories, and develop independent thinking. They may also participate in client meetings as required. They collaborate with other Analysts, traders and structurers and also risk and control functions and IT to share insights
and ensure best pricing for clients and robust risk management practices.
Key Responsibilities
* Run model and trade portfolio analysis for trading desks and key stakeholders, across a variety of asset classes
* Development of pricing models, analytics and tools for the use of trading and structuring desks.
* Conducting quantitative analysis on asset classes.
* Maintaining a close relationship with the desks and other quantitative analysts to provide.
Key Deliverables
* Develop and implement mathematical models for pricing and risk management of derivative products.
* Build pricing, calibration and risk analysis and management tools for trading desks.
* Contribute to systems implementation of the models.