Quant Developer - Derivatives

City

Hong Kong SAR

Job Type

Full Time

Country / State

Hong Kong SAR

Function Category

Quantitative Analysis

Join us

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.

Contact Details

UBS Business Solutions SA
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.

Your team

You will be working with the Quant Development Derivatives team in Hong Kong. Our role is to provide risk management tools to derivatives and solutions trading and workflow and analytics to Sales. Our team is responsible for building top grade data science and automation tools with a revenue focus and particular emphasis to reduce operational errors and costs.

Your expertise

• a doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
• experience in data science, big data analysis, and back-testing strategies
• experience in derivatives risk and portfolio optimization, as well as dealing with equity derivatives products / pricing
• good understanding of time series and time series modelling.
• ability to explain / visualize / simulate derivatives market data
• proficient using Java, Python (C++, javascript will be plus), and experience in UNIX and scripting
• ideally able to work with KDB/Q and have exposure to CEPs
• a keen learner that continues to upgrade data science skills
• capable of documenting model development and able to communicate with people from different teams in the bank.

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 more than 50 countries. Do you want to be one of us?

Your Career Comeback

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