Key responsibilities
Do you thrive on intellectual challenges and take pride in building robust, well-designed quantitative solutions? Are you interested in applying advanced quantitative methods to complex financial products for a firm with a truly global footprint? We're looking for an outstanding Quantitative Analyst who can: Develop and enhance valuation and risk management models and tools supporting the Credit Solutions business for a broad range of credit products, including credit-linked cross-asset hybrid derivatives, structured notes and structured financing transactions.
Partner with other Quantitative Analytics (QA) teams to develop automated and scalable cross-asset solutions used by Trading, Structuring, and Sales.
Collaborate closely with Trading, Structuring, Risk, and Control functions to perform statistical analysis, develop valuation and risk methodologies, and support business decision-making.
Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
The team
The Credit Quantitative Analytics (QA) team is the Front Office group responsible for developing quantitative models, methodologies, and technology that support pricing and risk management for Credit businesses across the firm, including Credit Solutions, Flow Credit, Cross Asset Financing, Global Banking. The team’s models and infrastructure are used for quoting clients, risk managing trading positions, marking the firm’s books and records. The team works closely with Trading, Structuring, IT and control functions, as well as other QA teams such as Equities, FX, Rates and the central infrastructure team.
Your skills and experience
Strong academic background, preferably at the Master’s or PhD level, in a quantitative discipline such as Mathematics, Physics, Computational Finance,
Engineering, or a related field Proficiency in object-oriented programming languages, especially C++ or Python, with the ability to develop robust and scalable quantitative solutions A solid foundation in quantitative finance and derivatives pricing, with knowledge of modern numerical and/or machine learning techniques.
An understanding of cross-asset hybrid products and markets with hands-on experience in one or more areas such as exotic interest rate products, FX derivatives, Credit derivatives and their modelling.
Strong knowledge of advanced mathematics including Stochastic Calculus, Monte Carlo algorithms and Partial Differential Equations and associated numerical algorithms.
Ability to apply AI and emerging technologies responsibly to improve business outcomes and operational efficiency.
Ability to communicate complex ideas in a fluent and articulate manner
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 standard 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 advantages 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.
📌 Quantitative Analyst – Credit Solutions (Newmarket)
🏢 UBS
📍 Newmarket