Quant Analyst, Pillar -1 Ccr Models Job in Ubs

You have:

a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline

prior working experience (3+years) in the financial services industry (preferably in a quant role/quant model development), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)

strong analytical skills and the ability to apply techniques from numerical analysis, statistics, and financial mathematics to solve practical problems.

working experience with high-level programming language (C#, Python, C++) is a must and knowledge of statistical modelling software (e.g., RStudio, SAS, SQL) is desirable

pro-active in taking new initiatives and carrying them through completion.

able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders.

fluent in English, both in oral and written form.