Director, Quantitative Analyst

UBS Financial Services Inc. is hiring a(n) Director, Quantitative Analyst (ref. Code 000880) in New York, NY.Duties: Develop code to integrate existing models to the cloud based strategic risk engine of the firm. Develop and modify existing models as necessary for valuations and greeks of a fixed income callable bonds portfolio. Develop code to enable risk based PnL explanation for the trading desk portfolio. Coordinate with global quant team and other stakeholders to migrate the portfolio to the new strategic risk engine. Assist in day-to-day desk support for the trading desk. Assist in ensuring adherence to the model governance framework. Develop interactive web based applications to provide insights into trading and PnL data for the trading desk.REQUIREMENTS: Employer will accept a Master's degree or foreign equivalent in Engineering (any), Finance, Mathematics, or a related field of study plus one (1) year of experience in the job offered, or as a Quantitative Analyst or related occupation. The employer will alternatively accept a Bachelor's degree or foreign equivalent in Engineering (any), Finance, Mathematics, or a related field of study plus three (3) years of experience in the job offered, or as a Quantitative Analyst or related occupation in lieu of a Master's degree and one (1) year of experience.Related skills may be required. #LI-DNP.To apply, please send resume to the following email address and include the job order number visible to you above in the subject line of the email. It is important to include the job order number in the subject line of the email. Also include the Ref code number: 000880. Minimum Salary: 150,000 Maximum Salary: 188,000 Salary Unit: Yearly

Created: 2024-11-13