Quant jobs / UBS

Quantitative Analyst - Cross Asset Financing

Develop valuation and risk analytics for cross-asset financing at UBS. Work includes fund-financing structures and statistical models for securitised assets.

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.

Model bespoke fund structures and financing exposures.
Develop prepayment and default models for securitised products.
Integrate scalable analytics with trading and risk workflows.

What they ask for

Required

Object-oriented programming
Derivatives valuation
Numerical or machine-learning methods
Clear technical communication

Preferred

Securitised assets and fund structures

Education: Quantitative academic training; master’s or PhD preferred.
Experience: No minimum years stated; ability to deliver quantitative software is expected.
Languages and tools: C#
Java
Python
Markets: credit, fixed-income, multi-asset

How to prepare

Implement a securitised cash-flow model with defaults and prepayments.
Stress a fund-financing exposure under changing asset values.
Test numerical results against simple limiting cases.

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.