Quantitative Risk Analyst

  • Competitive salary plus benefits and bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • UBS
  • 19 Sep 16

Does complex modelling excite you? Are you an innovative thinker? We’re looking for someone like that who can: • independently review exotic equities and commodities derivative models • approve exotic transactions and model reserve methodologies • provide expertise on model suitability, calibration, speed and accuracy • represent the team at internal meetings • develop benchmark models in C++ • work closely with front office quants, market risk control, and trading

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Your team
You’ll be working in the Model Validation team focusing on equities and commodities derivatives. As part of Group Risk Control, the main objective of the team is the validation of the models used for valuation and management of the firm's trading positions from a market risk perspective.

Your experience and skills
You have:
– at least 4 years working experience in a similar quantitative role
– MSc or PhD in a quantitative discipline
– proficiency using C++ and Python and experience in implementing complex derivative models using Monte Carlo and/or partial differential equation techniques
– excellent written and interpersonal communication skills

You are:
– methodical, concise and accurate, with strong attention to detail
– able to apply technical understanding to practical problems
– willing to collaborate and share knowledge with your team