UBS is a client-driven global financial services firm. Our leading investment banking and securities business provides a broad range of products and services to our corporate and institutional clients, governments, financial intermediaries and alternative asset managers.

We have an opportunity for a Quantitative Analyst within our Credit Valuation Analytics Portfolio (CVA) Modelling team. The team specialises in developing hybrid models across all asset classes and is part of the front office quantitative team.

Your will design, develop, and implement models to compute, price and hedge counterparty credit exposure for all type of transactions. This includes exotics, across all asset classes (FX, IR, credit and equity derivatives).

To be considered for this role, it is essential that you hold a PhD or foreign equivalent in Finance, Physics, Mathematics, Engineering or related field. You will hold some proven pre- experience in the job offered or related occupation. This experience must include implementing mathematical models in front office systems; supporting trading desk in risk assessment and product pricing; programming using C++, C# (or other object oriented language) under Windows and/or UNIX environment.

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.

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.

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.