Quant jobs / UBS

PQA Quant

Build pricing, exposure and capital analytics within UBS Front Office Portfolio Analytics. The work connects XVA and derivatives models with optimisation and pre-trade decisions.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement pricing and capital calculations for structured transactions.
Develop exposure proxies and quantitative decision tools.
Improve optimisation and workflow tools with trading and risk users.

What they ask for

Required

Stochastic models and numerical methods
Optimisation
Derivatives and exposure analytics
Object-oriented quantitative software

Preferred

Capital models, structured products or front-office workflows

Education: Academic training in mathematics, physics, engineering, computing or another quantitative discipline; level not stated.
Experience: Quantitative analytical-software experience; no minimum years stated.
Languages and tools: C++
C#
Markets: multi-asset, credit

How to prepare

Implement a derivative exposure profile and a simple XVA calculation.
Compare a proxy model against a numerical reference.
Formulate a capital-constrained optimisation example.

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on UBS’s site before applying: requirements, location and pay can change after we check them.

View the posting on UBS’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with UBS and doesn’t handle applications.