10 months ago
Desk Strat - Equity Finance
United Kingdom, United States - New York
Job Reference #
Are you interested in improved trading and analytics in the equity finance market? Are you an innovative thinker who enjoys building tools? We’re looking for someone who can:
– Help design and enhance sales and trading models for the equity finance business.
– Analyze the way equity finance portfolio is priced, executed and it's performance.
– Work closely with Quant, Trading and IT to deliver automated metrics.
– Back-test funding trading strategies.
Work with the business, quant, and IT to build, primarily analytics tools, for enhancing trading. Work with IT on interfaces to/from the financing platform. Consider how results are published for consumption by downstream clients. Work with quants and the business on analytics requirements.
The equity finance team specialize in efficient trading between revenue and balance sheet / scarce resources to the point that our Global Financing Services (GFS) franchise is one of the most profitable after capital costs on the street. We need quantitative analysts to further build our tools to improve how we position our book on behalf of our clients in the most optimal way.
Your experience and skills
– A doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
– Experience in data science and modelling.
– Experience in portfolio construction and/or optimization.
– Experience in pricing equity index futures.
– Experience in back-testing strategies.
– Good understanding of time series and time series modelling.
– Ideally experience of equities, more specifically equity finance.
– Ideally experience designing algorithms and modelling portfolios.
– Proficient using Java/C++/Python.
– Knowledgeable in at least one modelling language (e.g. Matlab, R).
– Ideally be able to work with KDB/Q and have exposure to CEPs
– UNIX and scripting experience would be an advantage.
– Capable of documenting model development and able to communicate with people from different teams in the bank.
– A keen learner.
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
What we offer
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.