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About the Role
We are seeking an experienced candidate to join our Cash Equities CRB Quantitative Developer team within UBS Global Markets. This fast-paced, collaborative team is responsible for the development and enhancement of the best-in-class Cash Equities platform, operating within the Global Markets Principal Flow Trading stream. You will take ownership of initiatives from analysis through to delivery, proactively suggesting and driving improvements to the platform and framework. You will be involved in every aspect of algorithmic trading, including market connectivity, strategy design and back-testing, analytics, latency optimization, and enhancing the proprietary eTrading framework.
Responsibilities
- Take ownership of initiatives from initial analysis through to design, implementation and delivery.
- Proactively suggest and drive through improvements to the platform and our framework.
- Operate within a high-performing, fast-paced quant development team.
- Be involved in market connectivity.
- Design, implement and back-test hedging, risk management and execution strategies.
- Design and build analytics to assess model and platform performance.
- Perform latency analysis and optimisation.
- Enhance the proprietary eTrading framework used across the department.
Requirements
- Advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques.
- Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms.
- Strong business knowledge of electronic trading, ideally Cash Equities and EU / US / Asia market structure.
- Collaboration with quantitative traders to design and implement algorithmic trading models and controls.
- Experience of producing model documentation and partnering with governance and second line of defence functions.
- Familiarity with time-series databases (preferably KDB) and Python for building analytics and reports.
- Curiosity to explore how AI can improve workflows, with sound judgment for validating outputs and aligning with policies, risk standards, and ethical use.
Skills
- Low-latency Java
- Lock-free data structures
- Low-garbage programming techniques
- Event-driven algorithmic trading platforms
- Electronic trading
- Cash Equities
- EU / US / Asia market structure
- Algorithmic trading models
- Model documentation
- Messaging libraries and protocols (Aeron, Kafka, EMS, SBE, FIX, ITCH, OUCH)
- Time-series databases (KDB)
- Python
- Full stack development (React)
- AI for workflow optimization
Location
- Global Markets
Work Type
- Agile
- Flexible working options when possible
Experience Level
- Experienced candidate
- Career returners
Benefits
- New challenges
- Supportive team
- Opportunities to grow
- Flexible working options when possible
About the Company
- UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland.
- We also provide diversified asset management solutions and focused investment banking capabilities.
- Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
- We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do.
- We use artificial intelligence (AI) to work smarter and more efficiently.
- Our inclusive culture brings out the best in our employees, wherever they are on their career journey.
Equal Opportunity
- 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.
- We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.