City: London
Job Type: Full Time
Country / State: United Kingdom
Function Category: Quantitative Analysis, Research
Your team
You will join the Equity Derivatives Quantitative Development (EMEA) Team. The team is an expert quantitative front-office group, partnering with Public Distribution traders, sales and risk managers. Our team is responsible for building best in class, high performance java based solutions to optimize pricing and trading, inventory, risk management and client interaction. Focused on maximizing automation and performance in order to drive eTrading revenues. Operating in a highly agile manner, releasing to production multiple times per day.
Your expertise
- Very strong Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques.
- Strong business knowledge of electronic trading; equity derivatives knowledge is a nice to have.
- 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.
- Beneficial to have experience with messaging libraries and protocols including Aeron, Kafka, EMS, SBE, FIX.
- 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.
- Familiarity with AI native development to accelerate productivity.
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.
