As a Quantitative Analyst at UBS, your main role will involve analyzing, adapting, and enhancing the quantitative performance of the company's suite of agency algorithmic trading and smart order routing strategies. Your responsibilities will include:
Conducting thorough research on market microstructure and market impact analysis. - Performing Transaction Costs Analysis (TCA) to minimize execution costs. - Improving consistency of algorithm performance and reducing outliers and risk, especially during significant unscheduled and scheduled events like index rebalance events. - Designing and specifying new trading strategies with a focus on low latency trading strategies. - Analyzing trading patterns and trends within market data, particularly in L2 or L3 format. - Utilizing modern data analytical tools such as machine learning in a controlled and practical manner. - Adapting algorithms to suit new markets, venues, order types, asset classes, and regulations. - Generating intraday trading signals and volume forecasts ranging from microseconds to minutes. - Communicating effectively with internal stakeholders, external clients, and vendors to comprehend business requirements and market trends. - Producing analytics and reports to monitor and benchmark trading performance both internally and for clients. The Quantitative Analysis & Development team in New York will be your work environment. This team is responsible for providing top-notch execution trading algorithms, smart order routing (SOR), and direct market access products for numerous global clients across Cash Equities, ETD, and FX asset classes. In order to excel in this role, you should ideally have:
3-5 years of experience in Algorithmic Trading Strategies, Smart Order Routing, and Data Analysis for single stock and portfolio trading. - A proven background in quantitative analysis and development with a degree in Computer Science, Mathematics, Engineering, or a related discipline (PhD preferred but not mandatory). - Working knowledge of Java (other languages will also be considered). - Proficiency in data analysis using statistical software packages like Python or equivalent. - Experience in analyzing tick series market data through tools like KDB/Onetick and extracting data using SQL. - Knowledge of US cash equity market microstructure with an understanding of low latency trading strategies (preferred but not mandatory). - Proficiency with visualization tools such as Tableau or Power BI. - Strong written and verbal communication skills in English to create comprehensive business requirement specifications and model risk documents. - Knowledge of L3 market data and orderbook mechanics would be a bonus. UBS is open to applications from career returners through their Career Comeback program. More information about the program can be found on ubs.com/careercomeback. As a Quantitative Analyst at UBS, your main role will involve analyzing, adapting, and enhancing the quantitative performance of the company's suite of agency algorithmic trading and smart order routing strategies. Your responsibilities will include:
Conducting thorough research on market microstructure and market impact analysis. - Performing Transaction Costs Analysis (TCA) to minimize execution costs. - Improving consistency of algorithm performance and reducing outliers and risk, especially during significant unscheduled and scheduled events like index rebalance events. - Designing and specifying new trading strategies with a focus on low latency trading strategies. - Analyzing trading patterns and trends within market data, particularly in L2 or L3 format. - Utilizing modern data analytical tools such as machine learning in a controlled and practical manner. - Adapting algorithms to suit new markets, venues, order types, asset classes, and regulations. - Generating intraday trading signals and volume forecasts ranging from microseconds to minutes. - Communicating effectively with internal stakeholders, external clients, and vendors to comprehend business requirements and market trends. - Producing analytics and reports to monitor and benchmark trading performance both internally and for clients. The Quantitative Analysis & Development team in New York will be your work environment. This team is responsible for providing top-notch execution trading algorithms, smart order routing (SOR), and direct market access products for numerous global clients across Cash Equities, ETD, and FX asset classes. In order to excel in this role, you should ideally have:
3-5 years of experience in Algorithmic Trading Strategies, Smart Order Routing, and Data Analysis for single stock and portfolio trading. - A proven background in quantitative analysis and development with a degree in Computer Science, Mathematics, Engineering, or a related discipline (PhD preferred but not mandatory). - Working knowledge of Java (other languages will also be considered). - Proficiency in data analysis using s
