Algorithms and Analytics Quantitative Analyst

Job description

City

London
Job Type

Full Time
Country / State

United Kingdom
Function Category

Quantitative Analysis
What we offer

Together. That's how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We'll value your passion and commitment. And reward your performance.

Why UBS? Video
Take the next step

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
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.

Your team

You will be working in the front office Algorithms and Analytics team in London, reporting to the EMEA Head of Algorithms and Analytics. Our role is to provide trading algorithms and 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.
About us

Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.

We are about 60,000 employees in all major financial centers, in almost 900 offices and more than 50 countries. Do you want to be one of us?

Desired profile

Your experience and skills

You have:
– A doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
– Good understanding of data exploration and modelling.
– Good understanding of market dynamics and ability to explain/visualize/simulate market data.
– Ideally
– experience designing trading algorithms and modelling market microstructure.
– real world big data analysis and machine learning experience.
– Relevant research fields include:
– econometrics applied to large tick data sets
– multi-variate time series analysis and forecasting
– order book dynamics

You are:
– Proficient using Java/C++/Python.
– Knowledgeable in at least one statistical language (e.g. Matlab, R).
– Ideally, able to work with KDB/Q.
– UNIX 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.
– A keen learner.

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