Quantitative Analyst - Financing

UBS•New York, NY

3d•$145,000 - $172,500•Onsite

About The Position

We are looking for a strong quantitative analyst to join the Global Markets Financing quantitative team based in New York. This team is responsible for building top grade, high performance quantitative-based solutions to optimize delta1 products pricing and trading, inventory management, lending offerings and data analytics. The role involves quantitative projects with high impact on the Global Markets Financing Trading business, focusing on inventory internalization, trading optimization, marginal trade and client pricing, flow and client portfolio financing analytics, stock borrows and loan optimization, and Delta-one product pricing and analytics.

Requirements

Ideally 2+ years of professional experience in a quantitative field within finance
Exceptional analytical, quantitative and problem-solving skills
Master of advanced mathematics / statistics / machine learning arising in financial modeling (i.e. numerical analysis, probability theory, optimization / regression, machine learning techniques)
Strong software design and development skills, proficient using Python and experienced with KDB / Q, UNIX and scripting
Strong entrepreneurial and communication skills, ability to reliably drive initiatives and work well in a team.
A keen learner who will keep abreast of various market trends
Knowledge/ understanding of financing markets, balance sheet, profit & Loss measures
A doctorate/master's degree in mathematics, physics, computer science, engineering or econometrics
Curious to explore how AI can improve how we build, deliver, and optimize workflows. You do this with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

Responsibilities

Inventory internalization and trading optimization, marginal trade and client pricing.
Flow and client portfolio financing analytics, return measurement, client behavioral & strategy profiling, with a view to enhancing client financing offering across asset classes.
Stock borrows and loan optimization, borrow rate prediction, client pricing and systematic market-making.
Delta-one product (Equity Swaps, Futures…etc) pricing and analytics, implied financing rate calibration and prediction, trading strategies research and back-testing.