Quantitative Analyst - Financing

Job Type

Full Time

Job Reference #

341970BR

City

New York

Key Responsibilities

Do you like to be involved in quantitative projects with high impact on the Global Markets Financing Trading business? Are you an innovative thinker who enjoys building tools? We're looking for a strong quant to join the team, your responsibilities include:

– Inventory internalization and trading optimization, marginal trade and client pricing.

– Flow and client portfolio financing analytics, return measurement, client behavioral & strategy profiling, with a view to enhancing client financing offering across asset classes.

– Stock borrows and loan optimization, borrow rate prediction, client pricing and systematic market-making.

– Delta-one product (Equity Swaps, Futures…etc) pricing and analytics, implied financing rate calibration and prediction, trading strategies research and back-testing.

The team

You'll be working in the Global Markets Financing quantitative team based in New York. Our team is responsible for building top grade, high performance quantitative based solutions to optimize delta1 products pricing and trading, inventory management, lending offerings and data analytics.

Your Skills And Experience

• ideally 2+ years of professional experience in a quantitative field within finance
• Exceptional analytical, quantitative and problem-solving skills
• Master of advanced mathematics / statistics / machine learning arising in financial modeling (i.e. numerical analysis, probability theory, optimization / regression, machine learning techniques)
• Strong software design and development skills, proficient using Python and experienced with KDB / Q, UNIX and scripting
• Strong entrepreneurial and communication skills, ability to reliably drive initiatives and work well in a team.
• A keen learner who will keep abreast of various market trends
• Knowledge/ understanding of financing markets, balance sheet, profit & Loss measures
• A doctorate/master's degree in mathematics, physics, computer science, engineering or econometrics
• You’re curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

About Us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.

We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

Salary information

The indicative gross base salary range as a full-time equivalent role:

• United States - New York - New York min USD 145000 - max USD 172500 /annum

The expected salary for this role will be determined by relevant factors which may include but are not limited to, role-required experience, qualifications, education, location and skill level. UBS offers a range of competitive benefits and for further information, please visit ubs.com/employee-benefits. We may, at our sole discretion, provide additional variable compensation or awards.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

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.