eFX Quantitative Developer bei UBS Group AG

• 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 role 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 proactively suggest and drive through improvements to the platform and our framework
• You will have the ability to take ownership of initiatives and take them from initial analysis through design, implementation and delivery
• 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 Contribution to the proprietary eTrading framework that is leveraged across the department

London

Full Time

United Kingdom

Quantitative Analysis

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.

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.

• The eFX Quant Development team is at the forefront of innovation in automated trading in foreign exchange
• The team sits within the Principal Flow Trading Quant Development department, which includes other teams aligned to eRates, eCredit, FX Derivatives, Equity Derivatives, and Cash Equities
• We aim to maximise automation and performance in order to drive eTrading revenues
• We are an experienced and highly technical team, with strong analytical and software development teams
• We are passionate about solving technical problems and we strive for excellence
• We operate in a highly agile manner, with the ability to release to production multiple times per day
• The team and the department as a whole is highly collaborative and diverse, with a mandate to deliver meaningful change

• Demonstratable business knowledge of electronic trading, ideally eFX
• Extensive experience of designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms that are written in Java
• Experience of partnering 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
• Experience of implementing market connectivity components using protocols such as FIX / ITCH / OUCH
• Experience of working with time-series databases (preferably KDB) is an advantage
• Experience of using Python to build analytic reports is an advantage
• Full stack development experience is an advantage (Javascript / Typescript / React / NGINX / Jetty)

*LI-GB

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.