About this role
Quantitative Analyst - GED at UBS. Location: Shanghai, Shanghai, China. Role: designing models, developing pricers, backtesting strategies Requirements: Advanced quantitative degree preferred, strong stochastic calculus and numerical methods, proficiency in C++/STL/Boost, experience with Monte Carlo/PDE and derivatives pricing, strong communication and modeling skills. Category: Investment Banking Seniority: Senior Level Tools: C++, Standard Template Library, Boost Commitment: Full Time Workplace: Onsite Languages: English