UBS

Quantitative Analyst

UBS
Full Time
Central
Non-specified
Junior (less than 3 years)
Non-specified
English

Job Description

Quantitative Analyst

Location: Hong Kong

Does complex modeling excite you? Are you an innovative thinker and enjoy building tools? We’re looking for someone like that who can:
– design, develop (and document) risk models, pricers for vanilla and exotic derivatives
– participate in projects with a view of taking the business logic into Quant library
– back test hedging strategies across different market regimes
– work closely with Equity Derivatives Trading, Sales, Structuring and Quants to deliver global projects
– engage and understand the desk's balance sheet and risk requirements/controls
– provide tools for explaining Profit & Loss, Risk, usage of balance-sheet and credit exposure.


Technical Skills

  • Balance Sheets
  • P&L