Your role
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 Equity Derivative Structurer to:
• Responsible for structuring, modeling, and arranging innovative exotic payoffs and volatility solutions for institutional clients.
• Supports and interacts with senior members of the Americas Exotics and Risk Recycling Structuring Team on a deal-by-deal or project-by-project basis.
• Interacts with Exotics trading desks in the Americas and in EMEA to assess existing risks and opportunities and arrange innovative payoffs, often with a high level of complexity requiring substantial mathematical modeling of risk and return for the client and UBS.
• Structures custom volatility dispersion baskets and other tactical volatility trades by running selection processes, pricings and client pitch preparation.
• Services flow derivatives clients with bespoke analysis, backtests and simulations.
• Use strong coding and quantitative skills to build and enhance internal tools, analytics and screeners.
• Works with quants, trading and legal teams developing innovative payoffs within the equities volatility asset class.
• Use strong analytical and quantitative skills to perform the risk/reward analysis of potential investments on a case-by-case basis.
• Adhere to all applicable regulations and internal policies including relevant compliance policies.
• Ensure escalation and disclosure of any information of which applicable regulators would reasonably expect notice.
Qualified Applicants apply through [email protected]. Please reference 001278. NO CALLS PLEASE. EOE/M/F/D/V
Join us
At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
Your team
Diversity helps us grow, together. That's why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
You'll be working in the Investment Banking team in New York, NY.
Your expertise
Education & Experience Requirement
• Master's degree in Financial Engineering, Economics, Finance or a related field of study plus 2 years of experience in the job offered or 2 years of experience as a Quantitative Analyst, Equity Derivatives Secondary Trading, Analyst or a related occupation.
Position requires experience with the following:
• Python;
• GitLab;
• Autocallable Structured Notes;
• Monte Carlo simulations;
• Equity derivatives payoffs;
• Local Volatility Models;
• Stochastic Volatility Models.
*LI-DNI
About us
UBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors..
We have a presence in all major financial centers in more than 50 countries.