Quantitative Risk Analyst
- Shanghai, Shanghai Shi, China
- Permanent, Full time
- UBS AG
- 18 Feb 18
Do you like to apply advanced mathematics and programming skills to solve problems in the financial market? Are you an innovative thinker? Weâ€™re looking for someone like that who can:
â€¢ independently review models for Rates, FX, Credit Derivatives and Equities used in Investment bank
â€¢ examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance under stressed market conditions
â€¢ analyze and approve complex transactions and model reserve methodologies
â€¢ develop benchmark models in C++
â€¢ work closely with front office quants, trading desks and other risk control teams
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?
Youâ€™ll be working in the APAC team of the Model Risk Management and Control (MRMC). The main objective of the team is to work closely with other MRMC teams to validate the models used in investment bank.
Your experience and skills
â€" graduating MSc and PhD students without prior working experience are welcomed to apply for our EE role
â€" MSc or PhD in a quantitative discipline such as Mathematics, Physics, or Computing etc
â€" proficiency using C++/Python to implement derivatives pricing models (If you have very strong C++ programming background in other fields, you are welcomed to apply too)
â€" excellent written and verbal communication skills (able to explain equations in plain English)
â€" independent, pragmatic, concise and accurate, with strong attention to detail
â€" able to apply technical understanding to practical problems
â€" willing to collaborate and share knowledge with your team
What we offer
Together. Thatâ€™s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.