eFX Quantitative Developer

UBS; City Of London; On-site; GBP 125,000 - 150,000; Full time

Job summary

A global financial institution in London is looking for an eFX Quantitative Developer to enhance its eFX platform. The ideal candidate will have advanced Java skills and experience in low-latency trading systems. You'll work in a high-performing team committed to making significant impacts in the realm of electronic trading. Join a culture that values collaboration and diversity.

Benefits

Flexible working options

Supportive team environment

Opportunities to grow

Qualifications

• Proven experience in designing and implementing low-latency trading platforms.
• Strong business knowledge of electronic trading, ideally in eFX.
• Advanced Java skills, including low-garbage programming techniques.
• Experience in documentation and governance functions.

Responsibilities

• Take ownership of initiatives from analysis to implementation.
• Enhance the proprietary eTrading framework.
• Design and implement pricing and execution strategies.
• Enhance the automated trading framework.

Skills

Java programming

low-latency algorithmic trading

collaboration with quantitative analysts

agile development

Experience with messaging libraries

Time-series databases

Full stack development

Tools

KDB

Python

React

Apache Kafka

Job description

Overview

Job Reference #: 329083BR

City: London

Job Type: Full Time

Your role

We are seeking an experienced candidate to join our eFX Quantitative Developer team within UBS Global Markets. This is a fast paced and collaborative team that is responsible for the development and enhancement of the best-in-class eFX platform. The team sits within the Global Markets Principal Flow Trading stream, and has a business reporting line. You will be operating within a high-performing, fast paced quant development team, whose goals are directly aligned to the success of the business. You will take ownership of initiatives from initial analysis through to design, implementation and delivery. You will proactively suggest and drive through improvements to the platform and our framework. You will be involved in every aspect of algorithmic trading:

• Market connectivity
• Designing, implementing and back-testing pricing and execution strategies
• Designing and building analytics to assess model and platform performance
• Latency analysis and optimisation
• Enhancing the proprietary eTrading framework that is used across the department

Your team

• A highly technical and innovative quant development team leading automated trading in FX
• Part of the Principal Flow Trading Quant Development department, alongside teams aligned to eRates, eCredit, FX Derivatives, Equity Derivatives, and Cash Equities
• Focused on maximising automation and performance in order to drive eTrading revenues
• Operating in a highly agile manner, releasing to production multiple times per day
• The team is known for being collaborative and diverse, with a mandate to deliver meaningful change

Your expertise

• Strong business knowledge of electronic trading, ideally eFX
• Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms
• Collaboration with quantitative analysts to design and implement algorithmic trading models and controls
• Experience of producing model documentation and partnering with governance and second line of defence functions
• Advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques
• Beneficial to have low level experience with messaging libraries and protocols including Aeron, Kafka, EMS, SBE, FIX, ITCH, OUCH
• Familiarity with time-series databases (preferably KDB) and Python for building analytics and reports
• Full stack development experience is an advantage (preferably React) particularly for building monitoring dashboards and trader-facing tools

About us

UBS is the world’s largest and the 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. We have a presence in all major financial centers in more than 50 countries.

Join us

At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.

We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.

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.