Quantitative Research Analyst, Equity Derivatives recruitment
The role will be heavily involved with pricing and support of exotic equity derivatives products (i.e. multi-asset, forward starting, path dependent structures). The person in this role should have very good object design skills and experience in C++ programming of quantitative models.
The Equity Quantitative Analyst will be part of a 200 person strong global quantitative team with staff located around the world. The new analyst will be responsible for the implementation and support of proprietary models within sales and trading. Demonstrated ability to work within a team structure is strongly emphasized. Code and libraries are worked on jointly and while individual contribution is of course encouraged it has to be within a framework of co-operation with other team members; therefore, the candidate must possess exceptional communication skills. On a daily basis, this individual will work with Quantitative Analysts and Traders. It is therefore expected that the candidate will show potential to be a leader, is strongly self motivated, eager for challenges and ready to take their career to the next level.
Basic Qualifications:
- Graduate degree in a mathematical or scientific subject (PhD preferred but not essential).
- Strong computer programming skills, including some experience in writing numerical software, ideally in C++.
Preferred Qualifications:
- Experience in an equity derivatives environment, ideally as a front-office quant.
- Some knowledge of and interest in object-oriented design patterns and software engineering best practices.
UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.