Senior Financial Analyst

About the role

Develop new derivatives models and extend existing functionality within analytics libraries to cater for business and regulatory requirements. Engage in frequent interaction with trading and control functions to provide support on modelling and quantitative matters. Collaborate closely with both stakeholders and IT teams to improve pricing and booking capabilities. Contribute to the team's efforts to produce comprehensive documentation and testing.

Job Type: Full Time
Location: New York

About the team

The Equities Quantitative Analytics (QA) team is the Front Office group responsible for the development and maintenance of models used for the valuation and risk management of the firm's trading positions in equities and equity hybrid derivatives. The team works closely with multiple internal clients including trading, IT, and control functions, as well as other QA teams in the firm, such as Rates, FX, and Portfolio Analytics.

Requirements

• Strong academic background in a quantitative field (mathematics, physics, engineering, etc.) – Post-Graduate degree
• Excellent understanding of quantitative finance, modelling, and derivative pricing techniques along with practical experience
• High-level understanding of financial products and markets, especially equity derivatives
• Ability to communicate complex ideas in a fluent and articulate manner
• Proficiency in C++ programming and an ability to develop within a well-established codebase – knowledge of Python an advantage
• Experience with the models used for valuation and risk management of exotics products is strongly preferred
• Knowledge of automatic volatility fitting topics is an advantage
• Curiosity to explore how AI can improve workflows, with sound judgment in validating outputs and aligning with policies, risk standards, and ethical use

Benefits

UBS offers a range of competitive benefits. For further information, visit ubs.com/employee-benefits. Additional variable compensation or awards may be provided at the company's sole discretion.

Pay

The indicative gross base salary range for this full-time role in New York, New York is USD 145,000 – USD 172,500 per annum. The expected salary will be determined by relevant factors including role-required experience, qualifications, education, location, and skill level.