UBS AG
Global Markets - FX Quantitative Analyst
📍 4051 Basel 4051 Basel
Rolle und Verantwortlichkeiten
Develop and extend models, algorithms and tools for the risk management and valuation of the trade portfolio across a wide range of FX/PM option products (incl. multi-currency). Quickly relate to and analyze business problems, with the aim to find and implement innovative and high-quality technical solutions. Frequently interact with trading desks and other model users to understand their demands and to identify modelling improvements. Collaborate closely with stakeholders in front-office, IT and control functions to successfully deliver on business and regulatory requirements.