Asset Based Securities Quant Analyst

  • Competitive
  • 上海, 上海市, 中国
  • 正式员工, 全职
  • UBS AG
  • 22 Jan 18


Job Type
Full Time

Your role
Does Modelling excite you? Are you an innovative thinker? We're looking for someone like that who can:
• Developing spreadsheet tools/libraries to help traders analyze/monitor their trading exposures (Excel/VBA, SQL, C#).
• Maintaining the existing models, libraries, and tools which are built to make those forecasting models accessible to the traders and risk managers.
• Participating in the pricing, risk analysis, and PnL analysis of large internal or external MBS/ABS bond portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio.
• Collaborating with business, IT, and control functions to provide pricing/valuation method for different financial products (ABS, MBS, CLO, Government Bond, Corporate Bond, Municipal etc.)..

About us
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

Your team
You'll be working in the Quantitative Analytics and Structuring Group of UBS in Shanghai. We build the market-leading analytics across all asset classes and provide comprehensive quantitative analysis support to all business units throughout the Investment Bank in all regions.

Your experience and skills
• Minimum master degree from a top tier university, preferably in Science or Finance disciplines (e.g. Computer Science, Software Engineering, Mathematics, Quantitative Economics or Financial Engineering).
• Strong program skill is preferred (Excel/VBA, SQL, C# etc.).
• Fluent in both written and spoken English. Minimum CET 6 or equivalent.
• Strong interest in finance, familiar with different financial products, knowledge in MBS/ABS and Fixed Income is a plus.
• Familiar with one of the object oriented programming languages: C#, Java or Python is a plus.

What we offer
Together. That's how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.