Algorithm Quant

  • Competitive
  • 上海, 上海市, 中国
  • 正式员工, 全职
  • UBS AG
  • 23 Jan 18


Job Type
Full Time

Your role
Does Algorithm trading and Index Arbitrage excite you? Are you an innovative thinker? We're looking for someone like that who can:
– Analyze large datasets for patterns where execution quality could be improved
– Develop programs for strategies for intra-day high frequency executions to be plugged into IT systems
– Provide test and control framework for front to back operational testing / recoverability
– Engage and understand the desk's balance sheet and risk requirements/controls
– Provide support/tools for explaining P&L, Risk and OTC products pricing

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?

Your team
You'll be working in the Quantitative Analytics Group of UBS in Shanghai. We build the market-leading analytics across all asset classes and provide comprehensive quantitative analysis support to all business units throughout the Investment Bank in all regions.

Your experience and skills
You have:
– A Master or above degree in computer science, mathematics, engineering, financial engineering or related
– Strong interest in implementing models in trading systems and database management

You are:
– Strong knowledge of statistics and probability are required for data analysis and model fitting
– Mastering a statistical program language, such as C++, Java etc.
– An excellent team player focusing on high quality deliveries
– Strong communication skills in both written and verbal English
– Strong interest in applying academic knowledge/technical skills in solving practical financial problems
– Linux is a plus

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

Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).

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.