Quant jobs / UBS

Quantitative Analyst - Rates

Develop pricing and risk models for UBS’s rates business. The work extends quantitative libraries for interest-rate options and structured products, with direct trading-desk interaction.

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 rates-option and term-structure analytics.
Calibrate models and analyse risk-based P&L.
Extend cross-asset risk and reporting capabilities.

What they ask for

Required

Rates derivatives modelling
Calibration and numerical analysis
C++ or Python
Derivatives valuation
Clear technical communication

Education: Master’s or PhD in a quantitative subject.
Experience: Hands-on rates-option and structured-product modelling experience; no minimum years stated.
Languages and tools: C++
Python
Markets: fixed-income, options

How to prepare

Calibrate a rates-option model to a volatility surface.
Attribute rates-option P&L to curve and volatility changes.
Test a pricing-library change against analytical benchmarks.

What to study

The Rates 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.