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 mathematical and statistical models for trading desks to identify opportunities and enhance business revenue and profitability for trading, inventory management, stock borrowing, loan, and prime brokerage and funding.
• Devise solutions for systematic trading optimization to improve the overall axe management, client pricing, and collateral issues.
• Build out analytics for custom basket, client analysis, inventory internalization, risk minimization, and balance sheet efficiencies.
• Derive insight from market and internal data to boost performance of high touch trading activities.
• Optimize portfolio under various constraints arising from expected duration and internal opportunities as they relate to regulatory, contractual, and capital requirements.

Qualified Applicants apply through SH-ProfRecruitingcc@ubs.com. Please reference 001371. NO CALLS PLEASE. EOE/M/F/D/V. #LI-DNP.

Detailed Salary Information by city(ies):
• New York: the salary range for this role is $205000 to $235000

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.

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.

Your team

Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.

You’ll be working in the Investment Bank team in New York, New York.

Your expertise

• Education & Experience Requirement
• This position requires a Master's degree or foreign equivalent in Financial Engineering, Operations Research and Information Engineering, Accounting, Mathematics, Statistics, or a related field plus two (2) years of experience in the job offered or two (2) years of experience as a Quantitative Analyst or a related occupation.

• Alternate Education & Experience Requirement (if applicable)
• The employer will alternatively accept a Bachelor's degree or foreign equivalent in Financial Engineering, Operations Research and Information Engineering, Accounting, Mathematics, Statistics, or a related field plus four (4) years of experience in the job offered or four (4) years of experience as a Quantitative Analyst or a related occupation in lieu of a Master's degree and two (2) years of experience.

• Position requires experience with:
• Python;
• numerical optimization;
• optimization software;
• machine learning;
• time-series analysis;
• financial mathematics;
• algorithms and data structures;
• extensive non-linear portfolio optimization;
• problem formulation and analysis including quadratic and second order cone problems;
• optimization engine design and development;
• system design; and
• building regression tests.

*LI-DNI

About us

UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..

We have a presence in all major financial centers in more than 50 countries.

Salary information

US Only: The expected salary range for this role is $205000 to $235000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

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.