Quantitative Risk Analyst job in London
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|Company Name:|| UBS|
|Job Type:||Full Time|
Are you an expert in interest rate derivatives and hybrids? Do you know how to validate term structure models for official valuation and risk management? We're looking for someone like that to:
You'll be working in the Rates Valuations Models team in London, covering valuation models used for linear/nonlinear rates, inflation and hybrid derivatives. We cover all aspects of model validation, model-related issues in trade pre-approvals and reserves for interest rates, equities, commodities, foreign exchange, and credit derivatives products, assessment of the impact of models on valuation, market, and credit risks. Together with other teams, it also develops methodologies for aggregating market and credit risks, to provide bank-wide risk analysis for senior management.
Your experience and skills
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.
What we offer
Together. That's how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We'll value your passion and commitment. And reward your performance.
Take the next step
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.