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Job

Quantitative analysis · Rates

UBS · Rates quantitative analytics · Analyst

Large global investment bank

What the job is

You build and look after the maths models that price interest rate products and measure their risk for a bank's traders. The seat sits in the Rates Quantitative Analytics team, the Front Office group in the UBS Investment Bank that owns the models used to value the bank's interest rate trading positions and manage their risk. Front office means the part of a bank that trades and deals with clients.

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