PQA Quant
UBS · China
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