Quantitative Researcher

Switzerland - Zürich

Research, Risk, Sales and trading

Investment Bank

**Job Reference #**

253050BR

**City**

Opfikon

**Job Type**

Full Time

**Your role**

Curious about data-driven quantitative research within the financial markets and have the drive to contribute to a fast-paced Front-Office Trading division?

Have the passion to deploy your own ML and Optimization models on a state-of-the-art cloud computing based big data platform to systematize trading and book management activities?

Willing to learn about the rapidly expanding Financing space including Delta 1, SBL, Cash Financing and Exchange Traded Derivatives?
- deliver automated monitoring of financial performance and explain factors driving it
- identify opportunities to optimize inventory and improve interest income
- understand and optimize factors driving resource usage and return profile
- deliver an automated pricing capability for Sales users
- deliver insights on client behavior changes and trends to drive timely actions
- provide high value information and tools to Sales, to remove manual effort

**Your Career Comeback**

**Your team**

You will join the Global Markets Financing Quants team which comprises quants and data scientists working in close partnership with the trading desk. The team builds models and algorithms on the cloud-based ACQA platform to systematize trading activities, and deliver the next generation of analytics to empower high-touch decisions. This entails contributing to specific quantitative projects through the whole design-deployment lifecycle across a range of areas (funding and lending markets, Delta 1, balance sheet/capital, portfolio hedging, predictive time-series models of inventory flows and supply-demand, market-making) and deliver efficient and optimal book management through data-driven decision making.
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.

**Your expertise**
- PhD or Masters in physical sciences, engineering or quantitative economics
- experience in solving real business problems using portfolio optimization, statistical predictive analysis and/or machine learning techniques
- proficient in Python within the Pydata stack (Pandas, Numpy/Scipy) ML packages also useful
- solid understanding of time series and its modelling
- experience in KDB / Q, UNIX and Scripting is valuable
- able to clearly articulate the output, conclusions and weaknesses of your models to non-technical stakeholders
- experienced in working with large data sets in appropriate technologies (e.g. Spark or KDB), and in working with data engineers to build end to end data model pipelines
- experienced with data presentation (ENAML, React, Tableau, MicroStrategy) useful
- knowledge of and experience in one or more areas across funding and lending markets, Delta 1, balance sheet, PnL measures, portfolio optimization is valuable albeit not necessary
- ability to pick up new technologies as needed to solve your problems
- entrepreneurial mindset, self-starter with good communication skills. Intellectually curious and keen learner keeping abreast of market and technology trends

**About us**

UBS is the world’s largest and 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.

With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

**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?

**Contact Details**

UBS Business Solutions AG

UBS Recruiting

**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.