United Kingdom
Quantitative Analysis
Investment Bank
Job Reference #
329083BR
City
London
Job Type
Full Time
Your role
We are seeking an experienced candidate to join our eFX Quantitative Developer team within UBS Global Markets
This is a fast paced and collaborative team that are responsible for the development and enhancement of the best-in-class eFX platform
The team sits within the Global Markets Principal Flow Trading stream, and has a business reporting line
You will be operating within a high-performing, fast paced quant development team, whose goals are directly aligned to the success of the business
You will take ownership of initiatives from initial analysis through to design, implementation and delivery
You will proactively suggest and drive through improvements to the platform and our framework
You will be involved in every aspect of algorithmic trading:
o Market connectivity
o Designing, implementing and back-testing pricing and execution strategies
o Designing and building analytics to assess model and platform performance
o Latency analysis and optimisation
o Enhancing the proprietary eTrading framework that is used across the department
Your team
A highly technical and innovative quant development team leading automated trading in FX
Part of the Principal Flow Trading Quant Development department, alongside teams aligned to eRates, eCredit, FX Derivatives, Equity Derivatives, and Cash Equities
Focused on maximising automation and performance in order to drive eTrading revenues
Operating in a highly agile manner, releasing to production multiple times per day
The team is known for being collaborative and diverse, with a mandate to deliver meaningful change
Your expertise
Strong business knowledge of electronic trading, ideally eFX
Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms
Collaboration with quantitative analysts to design and implement algorithmic trading models and controls
Experience of producing model documentation and partnering with governance and second line of defence functions
Advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques
Beneficial to have low level experience with messaging libraries and protocols including Aeron, Kafka, EMS, SBE, FIX, ITCH, OUCH
Familiarity with time-series databases (preferably KDB) and Python for building analytics and reports
Full stack development experience is an advantage (preferably React) particularly for building monitoring dashboards and trader-facing tools
LI-GB
About us
UBS is the world's largest and the only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.
We have a presence in all major financial centers in more than 50 countries.
Join us
At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We're dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That's why collaboration is at the heart of everything we do. Because together, we're more than ourselves.
We're committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
Disclaimer / Policy statements
UBS 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.
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