full-time
Quantitative Analyst - Rates
UBS
- Employer
- UBS
- Location
- New York
- Working pattern
- on-site
- Salary
- $225,000–$242,500 / year
About the role
Develop and maintain analytics libraries for valuation and risk management of interest rate and hybrid derivatives. Collaborate with trading, IT, and control functions to provide quantitative support and cross-asset solutions. Requires a Masters or PhD in a quantitative field such as mathematics, physics, or engineering. Candidates must have strong programming skills in C++ or Python and hands-on experience with interest rate derivatives and modelling.