Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?

We’re looking for a Director, Quantitative Analyst to:

• Develop code to integrate existing models to the cloud based strategic risk engine of the firm.
• Develop and modify existing models as necessary for valuations and greeks of a fixed income callable bonds portfolio.
• Develop code to enable risk based PnL explanation for the trading desk portfolio.
• Coordinate with global quant team and other stakeholders to migrate the portfolio to the new strategic risk engine.
• Assist in day-to-day desk support for the trading desk.
• Assist in ensuring adherence to the model governance framework.
• Develop interactive web based applications to provide insights into trading and PnL data for the trading desk.


Qualified Applicants apply through SH-ProfRecruitingcc@ubs.com. Please reference 000880. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNI

Detailed salary information:
• New York: the salary range for this role is $150,000 to $188,000.
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.