Does complex modelling excite you? Are you an innovative thinker? Do you want to become an integral part of our team to build out and evolve our XVA and Capital pricing capabilities?
We are looking for someone like this to:
• work on the next generation cross-asset distributed valuation and risk engine for the calculation of XVA measures, Risk, PnL, PnL Predict, Allocation and Capital exposure, strengthening the analytics and the technical platform
• work with traders and risk managers to define and implement pricing and risk capabilities for XVA and Capital measures
• deliver high-quality working software translated from business and quant driven requirements
• partner with core IT functions to align and integrate pricing capabilities with existing pricing systems and Capital Exposure calculation engine
You will be working with the Portfolio Quantitative Analytics team in London. We provide pricing and exposure models, analytics and tools to traders and risk managers globally. We cover traditional XVAs and Capital eg CVA, FVA, IMM model for Credit RWA and upcoming and emerging measures eg SIMM, MVA.
• strong background in derivatives pricing and risk management in any asset class or CVA / FVA
• strong technical background in C#, with a degree in Computer Science, Mathematics, Engineering, or a related discipline
• capability to deliver across a front to back software stack including user interface, service tier, distributed compute and analytics library
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?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
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.