Quant Developer - FX

Job description

Description

We are looking for a highly skilled, ambitious & motivated individual to help deliver on strategic initiatives to support the growth of our FX options business.

Ideal candidates should hold an BSc or higher in a quantitative field / applied science e.g. computer science, mathematics, physics etc.

The position requires extensive experience in C++ and/or Java programing coupled with excellent design and problem solving skills.

A successful candidate must be proactive and detail-oriented, yet comfortable working in a dynamic environment with fast paced deliveries and changing requirements.

They will need to be comfortable interacting with trading and structuring/sales desks to provide support to the front-office FX business, especially but not exclusively in regard to the models, tools and applications owned and maintained by the team.

Candidates must be able to come up with clear and solid designs to implement proposed modelling and infrastructure changes, to deliver in dynamic, agile, and often ambiguous contexts, and to communicate effectively with stakeholders.

Essential skills:

8+ years C++, generic and OO programming, STL, Boost, design patterns.
5+ years track record designing and implementing enterprise grade software.
Comfortable in both Linux and Windows development environments.
Familiar with shared codebases and continuous integration.
Knowledge and experience of exotic financial products, highly preferable FX derivatives.
Highly motivated, able to work independently and apply own initiative.
Strong communication skills, to both technical and non-technical audiences.

Desirable skills:

C, Java, JNI, SWIG, Python, Xml, Subversion, Cassandra, XLLs, Datasynapse, TeamCity.
Automated regression testing & unit testing frameworks.
Knowledge and experience of distributed computing, caching and data affinity.
Graph computing.
Linux scripting & makefiles.

Preferred Qualifications

*LI-Recruiter
*LI-Priority
*LI-DC1

What we offer

UBS offers talented individuals around the world a challenging, diverse and supportive working environment in which passion, commitment and hard work are valued and rewarded.

Why UBS? Watch the video

Take the next step

Fitting in at UBS means being passionate and motivated about what you do. If you like collaborating, are used to challenging others and being challenged in return, then you have the right attitude to thrive in our environment. Want to become part of our team? 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.