UBS Securities LLC is hiring an Associate Director, Quantitative Analyst, (ref. Code 001386) in New York, NY. Job dutiess: Develop new derivatives models. Extend existing functionality within analytics libraries to inform business and meet regulatory requirements. Engage with trading and control functions to provide support on modeling and quantitative matters. Collaborate with both stakeholders and IT teams to improve pricing and booking capabilities. Produce comprehensive documentation and testing. Contribute original ideas to solving challenging financial modeling questions. Perform testing of valuation models for the interest rate derivatives trading desk. Identify sources of model risks. Review model components including valuation models for interest rate derivatives and hybrids.This position requires a Master's degree or foreign equivalent in Financial Engineering, Finance, Mathematics, or related field plus two (2) years of experience in the job offered or two (2) years of experience as a Quantitative Analyst or related occupation. Related skills may be required. #LI-DNP. To apply, please send resume to the following email address SH-ProfRecruitingcc@ubs.com and include the job order number visible toyou above in the subject line of the email. It is important to include the joborder number in the subject line of the email. Also include the Ref codenumber: 001386.

Minimum Salary: 187000 Maximum Salary: 250000 Salary Unit: Yearly