[上海]UBS Investment Bank招聘Quantitative Analyst-瑞银集团2010校园招聘

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Title Quantitative Analyst
Job Reference # 54479BR
Location China
City Shanghai
Function Category Other
Business Divisions Investment Bank
Job Type Full Time
Description Dillon Read Solutions (Shanghai) Co. Ltd., located in Lu Jia Zui (陆家嘴) in Shanghai, is a wholly owned subsidiary of UBS AG (瑞银). It engages in quantitative analysis, software development and data warehousing services to UBS AG and its subsidiaries and affiliates. We currently focus more on the quantitative support to the overseas markets (e.g. US, UK and other Asia Pacific markets) through financial model development, portfolio analysis and trading desk support.

To enhance and expand our services, we have created a number of new positions that are open to both fresh graduates and people with 1 to 5 years of work experience.

Responsibilities include one or more of the following:

Develop or enhance prepayment and loss models for residential or commercial mortgage loans.

Develop analytics libraries in C for Asset Backed Securities.

Develop prototypes of pricing models for exotic derivatives that involve one or more of the risk factors related to the interest rate, FX, commodities, credit and equity markets.

Test and validate analytics libraries.

Work with fellow quantitative analysts in London, Stamford and other APAC locations to provide both pre- and post-trade quantitative support.

Requirements Our ideal candidate should have the following requisition:

Minimum – Master degree in a science or financial major from a top tier university.

Native Mandarin required. Minimum – CET 6 or equivalent in English.

Strong ability in communicating in English.

Advanced knowledge in at least one of the following:
-Stochastic Calculus
-Numerical Computing
-Statistical Modeling
-Software Design and Object Oriented Programming

Sound knowledge in Calculus, Linear Algebra, Probability Theory and Differential Equations.

Proficient in Microsoft office suite (Excel, Word, PowerPoint).

Familiar with at least one of the computer languages: C , C#, Java or Excel VBA.

Knowledge of capital markets and vanilla derivatives is a plus.

Self motivated with independent thinking.

An excellent team player.

Candidates currently based in Mainland China preferred

Our Offering UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.
It starts with you We can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth. If you are attracted to joining an organization where every individual's contribution counts and where your talent will impact on our future, please apply for this position. It starts with you.
Disclaimer / Policy Statements UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.