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瑞银企业管理(上海)有限公司招聘信息

[ 2015年3月30日 ]

单位名称:瑞银企业管理(上海)有限公司

专业要求:不限

学历要求:硕士、本科

应聘方式:Email: SH-QA-Shanghai@ubs.com Subject: Equtiy Structurer for UBS Structuring Team at Shanghaour ri

截止时间:常年

联系方式:

岗位介绍:

Roles and Responsibilities: Pricing

  • Price Commoditised and mildly bespoke exotics at small sizes
  • Perform iterations on trade attributes and market data for analysis
  • Back solve for clients
  • Perform backtests on structures
  • Keep abreast on market data moves and key calls for pitching purposes
  • Liaise with on-shore pricing teams and trading

Requirements

  • Master degree on financial engineering or maths or other engineering major
  • Understand capital markets and vanilla derivatives
  • Excel, VBA
  • Effective communicator
  • Fluent in both oral and written English

 

Roles and Responsibilities: Customized Indices Structurer

-          Perform Backtests on concepts and pitches

-          Perform iterations on strategies

-          Write script payoff definitions and bookings

-          Keep abreast of system upgrades

-          Write pitchbooks and termsheets

-          Reverse engineer competitor strategies (re-implementation)

-          Liaise with on-shore trading / sales and research

Requirements

-          Bachelor or Master degree on financial engineering or maths or other engineering major

-          Understand capital markets and vanilla derivatives

-          Excel, VBA

-          Effective communicator

-          Fluent in both oral and written English

 

Your resume in English and Chinese (one page each, pdf format in one file) required

企业介绍:

About UBS's IB Quantitative Analytics Group

The IB Global Quantitative Analytics Group builds 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. The group offers the intellectual leadership in generating and exploring new ideas for trade generation, new models for superior risk management, and new platforms for delivering the best solutions worldwide. It has presence in all major financial centers around the world.

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