KDB+/Q Quantitative Developer
UBS
Algorithms and Analytics Quantitative Analyst
United Kingdom
Quantitative Analysis
Investment Bank
Your role
Are you interested in algorithmic trading? Are you an innovative thinker and enjoy building a business leading platform? We’re looking for someone like that who can:
• Help design and enhance trading algorithms and analytics for the equities business (and beyond)
• Back test trading strategies across different market regimes
• Analyze the way our clients trade to optimize their interactions with UBS
• Provide execution consultancy on client order flow, including the use of Transaction Cost Analysis
• Research market microstructure and produce analysis for clients
• Work closely with Electronic Trading, Equity front office, and IT to deliver regional and global projects
Job Reference #
318539BR
City
London
Job Type
Full Time
Your team
You’ll be working in the Algorithms and Analytics team in London. Our role is to provide trading algorithms and execution consultancy for electronic trading for all equities and other products. Our team is responsible for building top grade, high performance quant trading models, research on market microstructure and helping to optimize the trading performance across equities.
Your expertise
• A doctorate/master's degree in computer science, physics, mathematics, engineering
• Experience designing and building algorithmic trading models, modelling market microstructure
• Very good understanding of data exploration and modelling
• Good understanding of market dynamics and ability to explain/visualize/large data sets
• Big data analysis and deep learning skills very useful
• Proficient using Python/Java/C++ on Linux and Windows
• Proficient using UNIX utilities and shell scripting
• Knowledge of at least one statistical language (R, MATLAB, etc.)
• Ideally KDB and q experience.
• Well versed in Computer Science fundamentals and modern software development practices
• Interested in market structure and trading
• A keen learner and enjoy a challenge
*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. 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.