eOptions Quantitative Analyst

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • UBS
  • 20 Aug 18 2018-08-20

eOptions Quantitative Analyst



Your role
Does complex modelling excite you? Are you an innovative thinker? We're looking for someone like that who can:

– design and implement algos for FX options Flow desk including automated pricing, risk management and hedging
– Statistical analysis of historic data to develop and back-test models.
– Develop models in Python/kdb and then working with the algo tech team who implements them. While quant traders do not write live production code, they are involved in design, testing, back-testing and troubleshooting the live system.
– Generate ideas for automating functionality for flow option book pricing, risk management and hedging, applying machine learning techniques where appropriate.

Your team
You'll be working in the Electronic FX Options quant trading team reporting to the Head of eTrading.

Examples of algorithms that they are responsible for include automated gamma hedging, volatility surface marking and electronic market making.

The team works closely with a dedicated algo tech department who write the production code to the specification of the quant trading team. The team also liaises with the other derivatives quant and IT teams to integrate into the broader FX Options technology stack.

Your experience and skills
You have:

– A masters or PhD in a quantitative field such as Maths, Physics, Comp Sc., Mathematical Finance, Engineering.
– Experience of quantitative work in derivatives pricing and risk.
– Good knowledge of Java or C++ and/or Python.

What we offer
Together. That'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.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.

About us
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 more than 50 countries. Do you want to be one of us?