Financial Quantitative Investment Analyst recruitment
88571BR
The successful candidate will be an experienced investments quantitative analyst with strong skills in mathematical modeling and software development who can supplement the theoretical capabilities of the IPS Investment Management Market Risk Team. In particular you will be engaged in
Formulating and providing methodology and algorithms for portfolio analytics such as risk analysis, asset allocation, optimization, portfolio construction, risk budgeting, Monte Carlo simulations and VaR calculations.
Taking responsibility for research and development of quant projects by interacting with investment specialists to define functional requirements based on their needs.
Support and formulate the development of Capital Market Assumptions.
Partake in the development of quantitative advisory systems by maintaining and improving existing applications and where necessary re-factor code or re-engineer to improve efficiency, reusability and accuracy.
Providing education and advanced training to investment specialists to aid them in understanding the methodology and functionality of in-house software and to advise them on best usage practices.
Our ideal candidate should have the following background and abilities:
Must be educated to University level with a graduate or post graduate degree in a numerate discipline or finance and/or software engineering.
Firm understanding of a range of quantitative modeling techniques used in financial engineering and risk analysis coupled with the ability to integrate these models with information technology.
Candidate must be able to demonstrate they have the relevant required skill set by showing a proven track record of having worked in the financial sector in a quantitative function.
Be aware of recent academic finance literature and industry tools employing the latest quantitative techniques.
Understanding of Object Orientated software and design skills with preferably an established track record of development in an OO language.
Be proficient in at least one of the following languages (C#, Java, C++ or VB.NET) and have a solid grasp of automating and programming with the MS Office Object Model. .
Ability to prototype and program using Matlab, R, knowledge of NAG libraries etc would be a distinct advantage.
Written and spoken fluency in English required.
The successful applicant will be chosen for their disciplined attention to detail, strong investments know-how, mathematical and programming abilities. You should also be delivery focused and pragmatic, by being able to balance fast delivery against the need for stable, maintainable and extendable solutions. We highly value team commitment and if you have an enthusiastic work ethic coupled with an intellectual curiosity to learn challenging methodologies and new technology at a fast pace, we look forward to hearing from you. Applicants may be requested to perform a written skills appraisal exercise.
UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual. Together we will shape and strengthen the UBS brand.
Did you find what you are looking for? We look forward to hearing from you.
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