Quantitative Analyst
The role will require close collaboration with Credit Analysts, Portfolio Managers and Strategists. The team is looking to recruit a Quantitative Analyst with strong finance orientation and excellent IT development skills.
The main duties of the position are as follows:
• Advance the quantitative research agenda in areas concerned with optimising portfolio risk/return ratio, performance measurement, use of derivatives etc.
• Support of existing proprietary asset valuation tools
• Work closely with the global credit research team and users of credit research, supporting and further developing the existing performance measurement (AIP) infrastructure
• Work closely with the portfolio management teams to develop front office application for identifying and evaluating investment opportunities
• Work closely with the regional and global heads of Research on improving propriety valuation models.
• Collaborate with economists in the development of proprietary solutions to evaluate and forecast economic variables.
• Representing the organization as a recognised quantitative financial expert
Requirements:
• Ideally a further degree (e.g. Master or PhD) in a quantitative discipline.
• Extensive experience and expertise in quantitative techniques, including non-linear optimisation and simulation. Experience with modelling and configuration of large-scale problems is a must.
• Ability to formulate and test research hypotheses independently
• Attention to detail, accuracy and timely delivery are critical.
• Strong organizational skills and the ability to work on multiple projects simultaneously.
• Solid programming and development skills including expertise in SQL, MATLAB and Visual Basic.
• Solid understanding of statistical techniques
• Teamwork qualities with cooperative can-do attitude.
This position requires the individual to be registered with the FSA and the successful applicant may therefore be expected to obtain the IMC or higher qualification, for which support and training will be provided.
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.
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