Quantitative Analyst

UBS • Weehawken, NJ

6d • $140,000 - $180,000

About The Position

The Quantitative Analyst develops, calibrates, and implements statistical and econometric models that support portfolio risk measurement and attribution. The role uses advanced time-series analysis and econometric techniques to assess investment strategies, translates academic and industry research into actionable risk-management insights, and contributes to regular and ad hoc risk reporting. The analyst works with portfolio management teams, technology partners, and other stakeholders to improve model transparency and usability, and documents model methodologies clearly for internal and regulatory use.

The position is part of the ETF and Mutual Fund Strategy and Analytics team within UBS’s Global Wealth Management Americas division. The team builds and maintains quantitative models that support investment decision-making and oversight of strategies offered through UBS’s wealth management platform, delivering scalable, data-driven solutions in a collaborative environment.

Requirements

• Ideally over 7 years of experience in quantitative analysis, preferably in asset management, risk management, or financial modeling.
• Deep understanding of time-series analysis, econometrics, and statistical modeling techniques.
• Familiarity with risk-management concepts such as risk decomposition, factor exposure, and stress testing.
• Strong teamwork and cross-functional collaboration skills, including working across geographies.
• Excellent written and verbal communication skills, with a focus on clarity and precision.
• Ability to manage multiple projects and meet deadlines in a dynamic environment.
• Intellectual curiosity and desire to continuously learn and grow.
• High proficiency in several of R, SQL, PowerBI, and Excel.
• Demonstrated ability to use AI tools for quantitative research, coding, data analysis, model development, documentation, and workflow efficiency, with sound judgment regarding limitations, confidentiality, validation, and responsible use.
• Exceptional technical and development skills, including ability to work with large datasets.
• Experience documenting model methodologies and technical specifications.
• Advanced understanding of financial markets and investment products across asset classes.
• Bachelor’s degree in a quantitative field such as Engineering, Economics, Mathematics, Applied Statistics, Finance, or another highly empirical discipline.
• Series 7 and 66 licenses, or ability to acquire them within 90 days after the start date.

Nice To Haves

• Exposure to industry-standard risk platforms such as Aladdin, Barra, FactSet, or Bloomberg PORT.
• Master’s degree or higher.
• Professional designations such as CFA, FRM, or CAIA.

Responsibilities

• Develop, calibrate, and implement statistical and econometric models for portfolio risk measurement and attribution.
• Conduct advanced time-series analysis and apply econometric techniques to assess investment strategies.
• Translate academic and industry research into actionable insights and risk-management strategies.
• Contribute to the development and maintenance of regular and ad hoc risk reports.
• Collaborate with portfolio management teams, technology partners, and other stakeholders to enhance model transparency and usability.
• Document model methodologies clearly and technically for internal and regulatory use.

Benefits

• UBS offers competitive benefits; details are available at ubs.com/employee-benefits.
• Flexible working options when possible.
• Potential additional variable compensation or awards at UBS’s sole discretion.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior