Your role
- Develop models and analytics for Capital Markets Financing’s (CMF) trading desks in London, with primary focus on index / delta-1 trading and optimisation.
- Deliver high-quality quantitative apps and workflows for CMF Index trading, in partnership with other Quant and IT teams.
- Contribute to the development of innovative marking, rebalancing, and optimisation solutions in collaboration with our wider global team and Equity Derivative Quants.
- Build strong relationships with Trading, Quant, IT and Risk Control partners both in London and across regions.
Job Type
Full Time
Job Reference
BR
City
London
Team
Financing Quants deliver best‑in‑class quantitative solutions for clients and trading functions of UBS’ Financing business, part of IB Global Markets. As a member of our team, you will play a pivotal role in delivering optimisation, quoting, and marking models and analytics across our equity financing product suite, developing solutions within UBS’s proprietary cloud‑based quantitative analytics platform (ACQA) and collaborating across global Trading, Quant and IT teams to support our mission of driving measurable value for our clients and stakeholders.
Your expertise
- Proficient in Python for developing analytics and models.
- Strong knowledge of financial mathematics and optimisation theory, with proficiency in corresponding Python packages.
- Extensive experience in large‑scale data analytics pipelines, with at least one of MS Azure Data Bricks, SQL, or KDB.
- Academic background in Mathematics or similar STEM subject.
- Professional experience in trading, quantitative research, or quantitative development teams in Prime Financing, Equity Derivative or Fixed Income Repo divisions.
- Proficiency in additional programming languages, such as C++, or front‑end development in React/Enaml.
- Professional experience with Azure workflows and components; streaming workflows is a plus.
- Strong knowledge of AI/ML theory, with experience delivering such models and pipelines at scale in production a plus.
- Post‑graduate academic studies in Mathematics or similar STEM subject.
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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