Quant Developer – Equity Derivatives

United States - New York

New York

Job Type
Full Time

Your role
Are you an experienced Quant developer with experience in derivatives pricing, risk and data science?
Are you in innovative thinking and enjoy building tools?
We are looking for someone who can
- Help design, develop and enhance state-of-the art risk management and pricing tools
- Develop analytics to come up with optimal derivatives portfolio hedging schemes
- Back test hedging strategies across market regimes
- Develop derivative strategies pricing /analytics
- Involve in projects from requirements capture through to delivery
- Work closely with fellow Quant Developers, Derivatives Trading, Sales and IT to deliver automation tools

Your team
You will be working with the Quant Development equities derivatives team in US and will be reporting to Derivatives management. Our role is to provide risk management tools to Derivative trading and workflow and analytics to Sales. Our team is responsible for building top grade data science and automation tools with a revenue focus and particular emphasis to reduce operational errors and costs.

Your experience and skills
You have:
– A doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
– Experience in data science, big data analysis
– Experience in derivatives risk and portfolio optimization.
– Good understanding of time series and time series modelling.
– Ability to explain / visualize / simulate derivatives market data
– Experience in back-testing strategies.
– Experience dealing with equity derivatives products/pricing
You are:
– Proficient using Java, Python (and potentially C++ / javascript)
– A keen learner that continues to upgrade data science skills
– Ideally
– able to work with KDB/Q
– have exposure to CEPs
– Experienced in UNIX and scripting
– Capable of documenting model development and able to communicate with people from different teams in the bank.

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.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.
New York, NY, États-Unis New York NY US