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About the Role
UBS Securities LLC is seeking a Director, Quantitative Analyst to develop and program high-priority quantitative risk analyses, implement new features and improvements to UBS’s pricing and risk framework, and develop models for pricing and risk management of financial derivatives. The role involves analyzing live financial products and indices, investigating trade values and risks, and acting as the first line of defense for model risk.
Responsibilities
- Develop and program high-priority quantitative risk analyses
- Implement new features and improvements to UBS’s pricing and risk framework
- Develop models for pricing and risk management of financial derivatives
- Analyze and monitor live financial products and indices
- Analyze in-house quantitative and trading tools and coding libraries
- Investigate and assess trade values and risks and underlying quantitative index strategies models
- Assist front office roles in understanding derivative sensitivities and pricing elements
- Act as the first line of defense for model risk
- Understand the consequences of modelling decisions in various market conditions and scenarios
- Liaise with control functions to confirm adherence to model governance policies and standards
Requirements
- Master’s degree or foreign equivalent in Engineering (any), Quantitative Finance, Applied Mathematics, Computer Science, or related field of study
- Six (6) years of experience in the job offered or as a Quantitative Strategist, Cross-Asset Quant, Quantitative Analyst, or related occupation
- Experience with C++
- Experience with Python
- Experience with Gitlab
- Experience implementing, maintaining, and modifying quantitative financial models
- Experience reporting on analytical progress and results
- Experience with financial modeling
- Experience with equity swaps and convertible bonds
- Experience improving risk management
- Experience creating profit and loss attribution reports for equity indices
- Experience with index rules, dividends, corporate actions, and planned additions
Skills
- C++
- Python
- Gitlab
- Quantitative financial models
- Analytical reporting
- Financial modeling
- Equity swaps
- Convertible bonds
- Risk management
- Profit and loss attribution
- Index rules
- Dividends
- Corporate actions
Location
- New York, NY
Work Type
- Hybrid (In-office/remote)
- 40 hrs/wk
Experience Level
- 6 years of experience
Education Level
- Master’s degree or foreign equivalent
Salary/Compensations
- USD 192,500 - 250,000 /annum
Benefits
- For benefits information, please visit ubs.com/usbenefits.
- UBS offers a range of competitive benefits and for further information, please visit ubs.com/employee-benefits
About the Company
- 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.
- Want to find out more? Visit ubs.com/careers.
Equal Opportunity
- 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.