Quant jobs / UBS

Quantitative Analyst

Develop portfolio risk and strategy analytics for UBS Global Wealth Management. The team supports investment oversight using econometric models, attribution and scalable reporting.

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.

Calibrate statistical models for portfolio risks and exposures.
Analyse investment strategies using time-series methods.
Build risk reports and document model assumptions.
Work with portfolio managers and technology teams on usable tools.

What they ask for

Required

Time-series analysis and econometrics
Portfolio risk decomposition
Large-dataset development
Technical documentation
Investment-product knowledge

Preferred

Aladdin, Barra, FactSet or Bloomberg PORT
CFA, FRM or CAIA
Master’s or higher

Education: Bachelor’s in a quantitative discipline; higher degree is advantageous.
Experience: Ideally over 7 years in quantitative analysis; Series 7 and 66 licences or ability to obtain them within 90 days.
Languages and tools: R
SQL
Power BI
Excel
Markets: multi-asset

How to prepare

Build factor-based risk attribution for an investment portfolio.
Backtest a time-series model across different market regimes.
Write a model document explaining assumptions and stress results.

What to study

The Portfolio and Factor 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.