United States - New Jersey, UBS’s Global Wealth Management Americas division is looking to solve real-world investment challenges by applying quantitative methods to drive innovation in portfolio risk management
Requirements
- Deep understanding of time-series analysis, econometrics, and statistical modeling techniques
- Familiarity with risk management concepts such as risk decomposition, factor exposure, and stress testing
- Exposure to industry-standard risk platforms such as Aladdin, Barra, FactSet, or Bloomberg PORT is a plus
- Proficiency in one or more of the following: R, SQL, PowerBI
- Strong technical and development skills with the ability to work with large datasets
- Experience in documenting model methodologies and technical specifications
- Solid understanding of financial markets and investment products across asset classes
Responsibilities
- Develop, calibrate, and implement statistical and econometric models to support portfolio risk measurement and attribution
- Conduct advanced time-series analysis and apply econometric techniques to assess investment strategies
- Translate academic and industry research into actionable insights and risk management strategies
- Contribute to the development and maintenance of regular and ad hoc risk reports
- Collaborate with portfolio management teams, technology partners, and other stakeholders to enhance model transparency and usability
- Document model methodologies in a clear, structured, and technically sound manner for internal and regulatory use
Other
- Strong team player with the ability to collaborate across functions and geographies
- Excellent written and verbal communication skills, with a focus on clarity and precision
- Ability to manage multiple projects and meet deadlines in a dynamic environment
- Intellectual curiosity and a desire to continuously learn and grow
- Bachelor’s degree in a quantitative field such as Engineering, Economics, Mathematics, Applied Statistics, Finance, or other highly empirical disciplines
