Rates Quantitative Analyst
UBS · United Kingdom
Do you love an intellectual challenge? Are you dedicated to rigorously understanding problems and innovating solutions? Can you perform under pressure in a dynamic environment? We're looking for someone outstanding who can:• work closely with our Rates Trading and Sales desks, regularly sitting with them to build strong relationships and understand day-to-day challenges; provide quantitative expertise in pricing, risk models and hedging for flow rates products, and drive adoption of analytics and risk tools.
• develop, enhance and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements
• collaborate with other QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.