UBS MRMC亚太团队 | 模型风险分析师招聘(社招)


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Model Risk Quantitative Analyst

City

Shanghai

Job Type

Full Time

Your team

You’ll be working in the APAC team of the Model Risk Management and Control (MRMC) based in Shanghai. The main objective of the team is to work closely with MRMC teams from other locations like London to validate the models used in investment bank.  

Your role

Do you like to apply advanced mathematics and programming skills to solve problems in the financial market? Are you an innovative thinker? We’re looking for someone who can:

• independently review models for FX Derivatives and Money Market products used in Investment bank.

• examine/make suggestions to improve the model suitability, calibration, speed, accuracy, risk sensitivities and model performance under stressed market conditions.

• conduct analysis in order to approve complex transactions and model reserve methodologies.

• develop benchmark models in C++.

• work closely with front office quants, trading desks and other risk control teams.

 

Your experience and skills

You have:

• MSc or PhD in a quantitative discipline such as Financial Engineering, Mathematics, Physics, or Computing etc.

• proficiency using C++/Python to implement derivatives pricing models.

• added advantage for experience in derivatives modelling for Equities, FX, Rates or Credit Derivatives.

• fresh graduates are welcomed.

• excellent written and verbal communication skills (able to explain equations in plain English.

 

You are:

• independent, pragmatic, concise and accurate, with strong attention to detail.

• able to apply technical understanding to practical problems.

• willing to collaborate and share knowledge with your team.

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