Executive Director, Head of Replication & Modeling US
UBS Business Solutions US LLC New York , NY ( 10019 )
Finance: UBS Business Solutions US LLC seeks Executive Director, Head of Replication & Modeling US in NY, NY to apply advanced math concepts to design & maintain quantitative models to support mgmt of structural interest rate risk. Req'mts: Master's or foreign equiv in Fin'c, Quantitative Fin'c, Fin'l Eng'g or rel field & 5 yrs exp in job offered or rel position: performing quantitative modeling for interest rate risk mgmt; creating & augmenting quantitative models based on theory & app of replicating portfolios to hedge exposure of banking products; presenting & defending replicating portfolio, client rate, client volume & portfolio selection models during regulatory exams; presenting complex models & their drivers to sr mgmt & Board of Directors; documenting & testing models; utilizing models, incl client rate functions, for internal & external stress testing; working w/models relevant to hedge interest rate risk of deposit-driven banking bus. incl client pricing & volume models; & utilizing prog'g languages incl Matlab, Python, C++, & VBA.
Apply through ...@ubs.com . Please reference SW10242019AD. NO CALLS PLEASE. EOE/M/F/D/V
Location/Region: New York, NY (10019)
How to apply Please check the job description for instructions provided by the employer.
Associated topics: ceo, chief executive, corporate development, district manager, executive director, executive vice president, manager ii, manager iii, regional vice president, state president