Quantitative Analyst

☞ UBS

View: 179

Update day: 21-03-2024

Location: Zürich Zürich ZH

Category: R & D IT - Software

Industry: Banking Financial Services Investment Banking

Job type: Full-time

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Job content

Job Reference #264689BRJob TypeFull TimeYour roleDo you have a deep understanding of quantitative risk management techniques, portfolio risk analytics and their large-scale practical implementation? Do you enjoy working in a highly specialized, international team to develop and deliver solutions? Are you committed to innovation, thinking, and sharing?We are looking for a Quantitative Analyst (Risk Modelling) to:



  • maintain and build out the functionality, coverage, and breadth of our in-house risk management platform, which brings together and consolidates linear and non-linear market risk measures (variance and tail risk) as well as liquidity and ESG risk measures
  • maintain, revise, and expand the underlying models covering all asset classes
  • keep the analytical infrastructure, modelling techniques, and code base up to date
  • understand the risk structure of our portfolios and related system and model requirements
  • work with and support portfolio managers in their risk management duties considering all above listed risk dimensions
  • work with the internal model oversight entity
Your teamYou will be working in the Risk Modelling team in Zurich. Our team works closely with our Analytics & Modelling, Portfolio Management, Model Governance, and IT teams to maintain, develop, and implement the underlying risk models and portfolio risk analytics of our in-house risk management platform. As a Quantitative Analyst (Risk Modelling), you will play an important role in providing market risk, liquidity risk, and ESG measures to a large group of users across Asset Management.Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.Your expertise



  • ideally 5-10 years’ relevant experience of working in the finance or insurance industry
  • strong analytical and coding skills, familiar with programming languages such as Matlab, Python, or similar professionally applied in larger scale software environment
  • minimum Master’s, preferably PhD, degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Econometrics, etc.) with a profound understanding of the concepts of quantitative risk management
  • hands-on experience with implementing quantitative risk management concepts, and with the modelling of financial products
  • self-driven and focused on the details, with a professional understanding of statistical techniques
  • strong communicator, with a collaborative personality and the ability to complete tasks independently
  • fluent in English and German to support local client base
About UsUBS is the world’s largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?Join usAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it’s our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?Disclaimer / Policy StatementsUBS 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.Your Career ComebackWe are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
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Deadline: 05-05-2024

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