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标题: UBS瑞士联合银行
举办地点: 西北工业大学长安校区启真楼一楼就业信息发布厅
举办日期: 2019-11-05 举办时间: 19:00
信息发布时间: 2019-11-05 20:10:51 信息来源: 西安财经学院

    招聘单位基本情况

    招聘单位 瑞银企业管理(中国)有限公司 单位性质 三资企业
    单位行业 金融业 联系人 赵女士
    联系电话 0510-82743228 联系邮箱 stella.zhao@ubs.com

    职位情况

    工作地点 上海市浦东新区 职位性质 全职
    职位类别 工程技术人员 平台在线简历 不接收
    简历投递要求 全校学生 简历接收截止时间

    UBS瑞士联合银行集团---瑞银中国 简介


    中国是瑞银的重要业务市场。早在1964年,瑞银成为第一家在亚太地区开设分支机构的瑞士银行,主要开展财富管理业务。1985年,瑞银开始为中国企业提供融资服务。

    瑞银投资中国市场由来已久。自1989年至今,瑞银不断发展,已建立起一个拥有多个业务牌照和实体的国内平台。瑞银的中国战略是把握中国持续的财富创造,市场改革以及全球化进程所带来的先机,巩固在投资银行领域的领先地位,并拓展财富管理和资产管理业务。

    瑞银凭借两大增长引擎——瑞士银行(中国)有限公司和瑞银证券,在发展国内财富管理业务中占有优势地位;作为领先的资产管理机构,瑞银提供广泛的在岸和离岸的投资产品和服务;在中国投资银行业界,瑞银在外资投行的排名一直稳居前列。201812月,瑞银增持其投资银行业务平台——瑞银证券股权至51%,成为首家通过增持内地合资券商股权以实现控股的外资金融机构.


    以下为金融量化团队招聘岗位(包括实习和全职工作)

    工作地点:上海陆家嘴


    UBS Fintech
    Intern UBS
    金融科技实习生

    Role description

    1.Quoting Automation for increased capacity and reduced operational risk
    2.Use of data sciences to facilitate better risk management and risk recycling

    3.Explore blockchain technology for better client connectivity and reporting
    transparency

    4.Other Fintech related projects

    Requirement
    1.Master or Bachelor degree in Computer Science, Mathematics or related technical
    fields

    2.Effective communicator
    3.Fluent in both oral and written English

    4.Familiar with Python, Java, Scala or JavaScript is a bonus
    5.Basic knowledge in blockchain technology is a bonus


    Model Risk
    Quantitative Analyst

    Your role:

    Do you like to apply advanced mathematics and programming skills to solve problems
    in the financial market? Are you an innovative thinker? We’re looking for
    someone who can:

    1independently review models for Interest Rate Derivatives and Credit Derivatives/Asset/Mortgage
    Backed Securities used in Investment bank
    2examine/make suggestions to improve the model suitability, calibration, speed,
    accuracy, risk sensitivities and model performance under stressed market
    conditions

    3conduct analysis in order to approve complex transactions and model reserve
    methodologies

    4develop benchmark models in C++

    5work closely with front office quants, trading desks and other risk control
    teams

    Your team :

    You’ll be working in the APAC team of the Model Risk Management and Control (MRMC)
    based in Shanghai. The main objective of the team is to work closely with MRMC
    teams from other locations like London to validate the models used in
    investment bank.

    Your expertise :

    You have:

    –MSc or PhD in a quantitative discipline such as Financial Engineering,
    Mathematics, Physics, Computing etc (fresh graduates are welcomed)

    –proficiency using C++/Python to implement derivatives pricing models

    –added advantage for experience in Equity Derivatives modelling

    –excellent written and verbal communication skills (able to explain equations in
    plain English

    Algo Quant Developer

    role :

    1Analyze large datasets for patterns where execution quality could be improved

    2 Quantifying market impact of large orders

    3 Web developer with strong programming and statistical skills

    Your team:
    The Shanghai
    Quantitative Analytics Group of UBS is an entrepreneurial, cross-asset team
    focusing on building the market-leading analytics across all asset classes and
    provides comprehensive quantitative analysis support to all business units
    throughout the Investment Bank in all regions. In collaboration with sales and
    trading, the team also develops bespoke solutions for clients according to
    their investment objectives and constraints, well positioned to take advantage
    of the fast growing FinTech trend. It was established in 2006 and located in Lu
    Jia Zui Financial Town of Shanghai Pudong. It has a stable team of quantitative
    analysts, structurer and developers with a diverse academic background (e.g.
    Mathematics, Statistics, Computer Science, Engineering, Physics and Financial
    Engineering).

    Your expertise :

    - Master degree, strong knowledge of statistics and probability are required for data
    analysis and model fitting

    - Mastering a statistical program language such as R statistic package

    - SQL databases, KDB

    - Linux is a plus

    - Effective communicator

    - Fluent in both oral and written English

    Quantitative Investment Strategy Developer
    1Build high quality data query and analytic
    tools for Quantitative Investment Strategy Business.
    2Provide efficient and strong data analytics supports for strategy back-testing and
    publishing.
    3 Develop, generate and validate regular analytic reports for QIS
    traders/structurers.
    4Work with a global team located in London and support global business

    Your team:

    The Shanghai
    Quantitative Analytics Group of UBS is an entrepreneurial, cross-asset team
    focusing on building the market-leading analytics across all asset classes and
    provides comprehensive quantitative analysis support to all business units
    throughout the Investment Bank in all regions. In collaboration with sales and
    trading, the team also develops bespoke solutions for clients according to
    their investment objectives and constraints, well positioned to take advantage
    of the fast growing FinTech trend. It was established in 2006 and located in Lu
    Jia Zui Financial Town of Shanghai Pudong. It has a stable team of quantitative
    analysts, structurer and developers with a diverse academic background (e.g.
    Mathematics, Statistics, Computer Science, Engineering, Physics and Financial
    Engineering).
    Your expertise :

    1 Strong development skills in Python, Java or C++.

    2Experience in KDB/q development is a plus.

    3 The knowledge of general financial products is a plus.

    4 Excellent team player with good communication skills.

    5Self-motivated and can deliver high quality work under pressure
    6 Fluent in both written and spoken English.

    7Computer Science, Financial Mathematics or Engineering majors preferred

    82 years' and above working experience

    Algo Model Validation Quantitative Analyst

    Are you someone who likes a challenge and is willing to explore an emerging area of
    Risk Control? We are looking to hire someone who can:
    - contribute to the definition and extension of model validation practices to the new area
    of algorithmic and electronic trading models, focusing on Equities for Equity
    Algo or FX/Rates for Fixed Income Algo,
    - perform independent reviews of Equities Algo/eTrading models;
    - provide an expert assessment of, and contribute to the testing framework for
    algo/e-trading models, ensuring that new and changed algos will not have a
    negative impact on the markets, our clients and UBS;
    - provide an expert assessment of, and contribute to the monitoring of the performance of
    trading algorithms versus their intended aims;
    - work closely with algo trading quants, IT, market risk control, and trading.

    Your team:

    The team will be part of the Model Risk Management & Control Risk Models function in
    London and you will work closely with Algo/eTrading stakeholders including
    quants, IT developers and traders as well as other control functions. The
    mandate includes model validation, control, and governance activities: model
    validation and periodic review; risk rating of models; model performance review;
    front-to-back model governance and controls. The objective is to ensure that
    models are used appropriately in the business context and that model users are
    aware of the models' strengths and limitations impacting their decisions.

    Your expertise :
    a Master's
    or PhD degree in computer science/data science, statistics, financial
    mathematics/financial engineering, mathematics, physics, etc

    1Previous
    experience in relevant Equity execution Algo/eTrading models, from a quant
    development , technology, trading or model validation perspective for Algo is
    an added advantage,

    2Alternatively, previous experiences as
    developers in IT/Tech Firms, or as Risk/Compliance/Audit for Algo trading in
    Financial institutions are welcomed,

    3 strong coding skills (preferably Python, R, Java, or C++),

    4 strong English communication skills and strong ability to explain (technical) topics
    clearly and intuitively,

    5co-operative and team-orientated, while being able to motivate and organize
    yourself



    招聘单位简介

    联系电话:0931-7632596(管理与指导)  0931-7681779(招聘服务)    地址:兰州城市学院(校本部)--甘肃省兰州市安宁区街坊路11号
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