Credit Investment and Risk Quantitative Analyst
Do you have experience in quantitative credit risk and portfolio construction, risk management and alpha generation as well as an understanding of the fundamental investment process and trading? Do you have fluent coding skills in Python, R and/or Matlab as well as data bases like SQL? We're looking for someone like that who can:
• Design, implement and refine portfolio and risk reports and analytics using systems including Bloomberg, FrontArena and proprietary software
• Proactively analyze and interpret portfolio and risk reports together with the credit investment team
• Make recommendations on optimal portfolio construction and hedging
• Systematize discretionary investment processes to scale our process to a larger investment universe
• Build, analyze and back test systematic credit factors and investment signals
• Interact and coordinate your efforts with the investment, market risk and technology teams
We are the Investment Engineering team within O'Connor, the hedge fund unit of UBS. Our team leads the quantitative and data science effort directly for the Chief Investment Officer and our mandate is to enhance risk-adjusted returns for our fund investors through the use of quantitative and data science techniques. The team invests in US and European investment grade and high yield credits, and you will be working directly with the investment team on a variety of quantitative aspects ranging from implementing systems, through analyzing portfolios and risk, to generating trade ideas.
Your experience and skills
• Experience in quantitative credit risk or investment research for 3-5 years at buy-side or sell-side financial services or financial technology vendors
• Understanding of quantitative credit portfolio construction, risk management and alpha generation
• Understanding of fundamental credit investment process and trading
• A graduate or advanced degree in a relevant quantitative discipline with CFA favorable
• Fluent coding skills in Python, R and/or Matlab as well as data bases like SQL
• Knowledge of FrontArena, Bloomberg, Barclays POINT producing (credit) portfolio analytics
• Ability and desire to learn quickly and find creative solutions to business and technology problems
• Good communication and presentation skills and the ability to explain technical concepts to a non-technical audience
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.
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.