at UBS
Bulge Bracket Investment BanksPosted 4 days ago
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**US Economist:** Analyze portfolios, develop risk analysis tools (Python), and generate reports. Key responsibilities include pricing analysis, risk assessment, tool development (spreadsheets), and supporting OTC products pricing. Seeking experienced economist comfortable with Python and LaTeX, with a background in finance and trading. Collaborate on technology design for scalability and performance.
- Compensation
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Full Job Description
| We are looking for someone who can 1.Participate in the pricing and risk analysis of various portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio. 2.Develop light spreadsheet tools to help traders analyze and monitor their trading exposures. 3.Develop marking tools using market information using Python. 4. Develop library for the bank pricing and booking systems. 5.Develop, generate and validate regular analytic reports for the trading desks. 6.Documentation of theory and implementation (Latex) 7.Provide test and control framework for front to back operational testing / recoverability 8.Participate in technology design discussions for scalability and performance 9.Provide support/tools for explaining P&L, Risk and OTC products pricing. | Show more Fintech Apprentice |
