About this role

Key responsibilities

We are looking for a quantitative analyst/developer to join the Front Office Portfolio Analytics team in London.
You will work on pricing, optimisation and decision-support capabilities across Capital, XVA and strategic front-office initiatives within the Investment Bank. The role spans derivatives pricing, exposure analytics, numerical methods and front-office tool development, working closely with Sales, Trading, Structuring and Risk teams. You will:
design and implement pricing, risk and optimisation capabilities across Capital, XVA and structured products workflows
develop quantitative decision-support tools supporting pre-trade credit assessment, capital pricing and transaction management processes
build algorithmic proxy models and analytical capabilities for pricing, exposure and capital-related calculations
enhance strategic front-office pricing, analytics and workflow platforms supporting sales, trading and transaction management processes
deliver robust analytical capabilities with a focus on usability, efficiency and time-to-market

The team

You will be working in the Front Office Portfolio Analytics team within IB Quants . The team develops pricing models, exposure analytics, optimisation algorithms and strategic tooling used across the Investment Bank. We cover traditional XVA measures, Capital analytics, IMM models, SIMM, SA-CCR exposure methodologies and capital optimisation, while partnering closely with Front Office stakeholders to deliver analytical solutions and decision-support tools. The team operates across quantitative research, model development and front-office implementation, working directly with trading, sales, structuring and risk functions to deliver scalable solutions addressing business, pricing, risk and capital challenges.

Your skills and experience

Strong academic background in mathematics, physics, engineering, computer science or another quantitative discipline
Strong understanding of stochastic modelling, numerical methods and optimisation techniques
Knowledge of derivatives pricing, exposure modelling and risk management across one or more asset classes
Experience developing analytical software in C++, C# or similar object-oriented languages
Ability to translate quantitative ideas into practical front-office solutions and deliver effectively in a fast-paced environment
Ability to manage projects and work across quantitative, technology and business functions
Experience of capital modelling, structured products, workflow optimisation, electronic trading platforms or front-office analytics is advantageous The successful candidate will combine strong quantitative skills with a pragmatic delivery mindset, helping develop pricing, optimisation and analytical capabilities that can be deployed quickly and effectively into front-office workflows.

About us

UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe. We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves. We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

Contact Details

UBS Business Solutions SA UBS Recruiting

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.

PQA Quant | UBS - Experienced professionals - job boards

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