Quantitative Analyst – Cross Asset Financing

Overview

In this role you will develop and enhance valuation and risk models for Cross Asset Financing, including Structured and Fund Financing. You will apply advanced quantitative methods to complex fund structures and securitized products, collaborating with Trading, Structuring, Risk and IT to deliver scalable solutions. You’ll work with cross-functional QA teams to support pricing, risk management, and decision-making, while exploring AI-enabled improvements. This is a front-office role at UBS, offering exposure to a global franchise and impactful financial analytics.

Pay / Benefits

• competitive benefits

Responsibilities

• Research, develop and enhance valuation and risk models and tools for Cross Asset Financing (Structured Financing and Fund Financing)
• Apply quantitative techniques to model complex fund structures in bespoke Fund Financing facilities
• Develop prepayment and default models for securitized products using advanced statistical methods
• Partner with other QA teams to build automated, scalable cross-asset solutions used by Trading, Structuring, and Sales
• Collaborate with Trading, Structuring, Risk and Control functions to perform statistical analysis, develop valuation and risk methodologies, and support business decisions

Key requirements

• Master’s or PhD level in a quantitative discipline preferred (e.g., Mathematics, Physics, Computational Finance, Engineering)
• Proficiency in one of C, C#, Java or Python with capability to develop robust, scalable quantitative solutions
• Strong foundation in quantitative finance and derivatives pricing; knowledge of modern numerical methods and machine learning techniques
• Knowledge of securitized products, fixed income analytics, and complex fund structures is a plus
• Ability to apply AI responsibly to improve business outcomes and operational efficiency
• Strong communication skills to articulate complex ideas clearly

• clear communication of complex ideas
• curiosity about applying AI to workflows
• sound judgment and risk-awareness
• quantitative finance and derivatives pricing
• numerical methods and machine learning techniques
• programming in Python, C, C#, or Java

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