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The UBS Investment Bank based in Stamford, CT is seeking qualified candidates for an Associate Director level Quantitative Analyst. This critically important role will support the model development for the UBS FICC Derivatives Credit Exposure Management team.
Responsibilities will include:
The design, development and implementation models to compute, price and hedge counterparty exposure for all type of credit transactions, including exotics, across all asset classes.
Develop and code models to compute credit exposure within Risk Analytics.
Compute credit exposure for ad hoc exotic transactions.
Work with different businesses to analyze counterparty risk, compute credit valuation adjustments (CVA), and Upfront Credit Charges (UFC).
Assist Credit Risk Control to compute counterparty credit exposure (EPE, PFE).
Requirements
A MFE level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field
A minimum of 2 years of pre or post-graduate Quantitative Analyst work experience in the financial services field.
Experience must include implementing mathematical models in front office systems; supporting trading desk in risk assessment and product pricing;
Programming using C++, C# (or other object oriented language) under Windows and/or UNIX environment. Desirable experience in building code for large applications.
Preferred Qualifications
A Doctorate/PhD level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field
A minimum of 2 years of pre or post-doctorate Quantitative Analyst work experience in the financial services field.
Our Offering
UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.
It starts with you
Want to further your career in an organization where your contribution can make a difference? Apply now at www.ubs/com/careers . We look forward to hearing from you.
Disclaimer / Policy Statements
UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.
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