Authorized Officer, Quant Developer
UBS
Are you an innovative thinker? Are you focused on the details, even when under pressure? Do you enjoy delivering enhanced change capabilities across a range of business functions?
We’re looking for an Authorized Officer, Quant Developer to:
• Design, develop and enhance state-of-the art risk management and pricing tools for derivative strategies and structured products.
• Trade algorithms analytics on derivatives portfolio hedging and optimization. Trade algos for low-latency trading and market-making including warrants and listed options.
• Back test hedging strategies across market regimes. Migrate derivative strategies analytics for structured products.
• Migrate Excel-based pricing, param, and risk management tools onto service-based Web apps on Azure cloud. Engage in cross-team project collaborations from requirements capture through to delivery.
Salary & Work Schedule: $118,000 to $125,000 Per Year, 40 hrs/wk. The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
This notice is being posted in connection with an application for permanent Alien Labor Certification. Any person may comment or provide documentary evidence bearing on this application to: U.S. Department of Labor, Employment and Training Administration, Office of Foreign Labor Certification, 200 Constitution Avenue NW, Room N-5311, Washington
We’re looking for an Authorized Officer, Quant Developer to:
• Design, develop and enhance state-of-the art risk management and pricing tools for derivative strategies and structured products.
• Trade algorithms analytics on derivatives portfolio hedging and optimization. Trade algos for low-latency trading and market-making including warrants and listed options.
• Back test hedging strategies across market regimes. Migrate derivative strategies analytics for structured products.
• Migrate Excel-based pricing, param, and risk management tools onto service-based Web apps on Azure cloud. Engage in cross-team project collaborations from requirements capture through to delivery.
Salary & Work Schedule: $118,000 to $125,000 Per Year, 40 hrs/wk. The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
This notice is being posted in connection with an application for permanent Alien Labor Certification. Any person may comment or provide documentary evidence bearing on this application to: U.S. Department of Labor, Employment and Training Administration, Office of Foreign Labor Certification, 200 Constitution Avenue NW, Room N-5311, Washington
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