ResponsibilitiesWork closely with Rates Trading and Sales desks to build relationships and understand day‑to‑day challenges; provide quantitative expertise in pricing, risk models, and hedging for flow rates products, and drive adoption of analytics and risk tools.Develop, enhance, and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements.Collaborate with QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.Maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.QualificationsStrong academic background in a quantitative field (mathematics, physics, engineering, etc.).Proficiency in C++ and Python.Strong understanding of interest rate financial products and markets, with demonstrable experience in flow rates; knowledge of rates options products is advantageous.Hands‑on experience with curve building (multi‑curve frameworks, calibration) and applying curves consistently across pricing and risk.Practical knowledge of pricing and risk for flow interest rate products (sensitivities/greeks, scenario/curve risks, hedging), and the ability to troubleshoot and explain model behaviour to desk stakeholders.In-depth knowledge of the fundamental aspects of quantitative finance and derivative pricing.Ability to communicate complex ideas in a fluent and articulate manner.Location: LondonPosition type: Full TimeEEO StatementUBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce. #J-18808-Ljbffr