Quantitative Analyst (Statistical/Econometrics Modeling Team)

• Company

  UBS AG

• Location

  China-Shanghai

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  08-Sep-2010

• eFC Ref no

  634900

UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.

Description:

Dillon Read Solutions (Shanghai) Co. Ltd., located in Lu Jia Zui in Shanghai, is a wholly owned subsidiary of UBS AG. It engages in quantitative analysis, software development and data warehousing services to UBS AG and its subsidiaries and affiliates. We currently focus more on the quantitative support to the overseas markets (e.g. US, UK and other Asia Pacific markets) through financial model development, portfolio analysis and trading desk support.

The Statistical/Econometric Modeling team, which is responsible for developing and enhancing prepayment and default models for residential or commercial mortgage loans, is now looking for a quantitative analyst with strong statistical modeling expertise to join the team.

We are particularly interested in candidates who have research experiences in non-traditional statistical modeling techniques borrowed from machine learning and artificial intelligence fields.

Requirements:

Our ideal candidate should have the following requisition:

• Master/Ph.D degree in Statistics or Econometrics from a top tier university.
• 1-3 years experience with statistical methods and time series modeling methods (various regression methods, hypothesis testing, survival analysis, ARIMA, etc.).
• Proficient in at least one of statistical software, e.g. SAS, R and SPSS. Experience with large, complex datasets is highly appreciated.
• Knowledge of macro economics will be a plus.
• Proficient in Microsoft office suite (Excel, Word, PowerPoint).
• Familiar with at least one of the computer languages: C++, C#, Java or Excel VBA.
• Knowledge of capital markets and vanilla derivatives is a plus.
• Minimum – CET 6 or equivalent in English.
• Strong ability in communicating in English.
• Self motivated with independent thinking.
• An excellent team player.

It starts with you:

We can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth. If you are attracted to joining an organization where every individual's contribution counts and where your talent will impact on our future, please apply for this position. It starts with you.

To read more about this opportunity and to submit your application, please click on the Apply for Job button. You will be redirected to the UBS career website where you can submit your CV. All applications will be reviewed and responded to by the UBS recruitment team.

Disclaimer/ Policy Statement: UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.