full-time
Rates Quantitative Analyst
UBS
- Employer
- UBS
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain interest rate analytics and model libraries for pricing, risk management, and hedging. Collaborate closely with trading and sales desks to provide quantitative expertise and resolve model anomalies. Requires a strong academic background in a quantitative field such as mathematics, physics, or engineering. Proficiency in C++ and Python is essential, along with practical experience in flow rates and derivative pricing.