Quantitative Analyst

UBS New York , NY 10007

Posted 3 months ago

Your role

Are you interested in algorithmic trading? Are you an innovative thinker who enjoys building models and algorithms?

We're looking for someone who can:

  • design and enhance execution algorithms and analytics for Cash Equities, with a focus on US markets
  • partner closely with Electronic Trading colleagues to deliver regional and global projects
  • 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. Produce and present analysis for clients
  • support components relied on by the wider quant team, such as tick databases

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?

Your expertise

  • at least one degree in mathematics, physics, computer science, engineering, or econometrics
  • experience in Cash Equities, or a closely aligned product such as Futures & Options
  • experience designing and building algorithmic trading models, and modelling market micro-structure
  • ery good understanding of data exploration and modelling
  • good understanding of market dynamics and ability to explain, visualize, and work with large volumes of market data
  • experience in data science fundamentals, in particular machine learning
  • relevant research fields include:

o econometrics applied to large tick data sets

o multi-variate time series analysis and forecasting

o order book dynamics

  • proficient using at least one of Python/Matlab/R
  • able to work in q/KDB (preferably) or SQL
  • knowledgeable in at least one of Java or C++
  • well versed in Computer Science fundamentals and modern software development practices
  • linux and scripting experience would be an advantage
  • capable of documenting model development and able to communicate with people from different teams in the bank
  • interested in market structure and trading
  • keen learner who enjoys a challenge

About us

UBS is the world's largest and 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.

With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?

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Quantitative Analyst