UBS Delta Quantitative Developer

UBS; City of Westminster; On-site; GBP 55,000 - 75,000; Full time

Job summary

A global wealth management firm in the City of Westminster is seeking an individual to develop financial solutions, enhance valuation models, and engage in product development. The ideal candidate possesses a numerate degree and strong programming skills in C++ and/or C#. The environment is supportive, offering opportunities for growth. Flexible working options are available.

Qualifications

• A numerate degree such as mathematics, physics, or engineering is required.
• Knowledge or experience in financial markets, particularly derivatives.
• Experience with C++ and/or C# programming languages.
• Familiarity with SQL/Postgres/MSSQL is needed.
• Knowledge of cloud-native technologies is a plus.
• Someone who enjoys solving business problems with quantitative and technical solutions.

Responsibilities

• Work with teams to capture business requirements and design solutions.
• Investigate solutions for business and technical problems.
• Maintain valuation models and data frameworks.
• Enhance technical solutions with a focus on automation.
• Engage in product development within the bank.

Skills

Algorithmic skills

Programming skills

Data-intensive computing

Financial markets knowledge

C++ programming

C# programming

SQL/Postgres/MSSQL

Cloud-native infrastructure

KDB/Q knowledge

Education

Numerate degree (mathematics, physics, engineering)

Tools

Kubernetes

Docker

Job description

Do you love an intellectual challenge? Are you dedicated to quality design? We're looking for someone outstanding who can:

1. Work closely with client-facing and technology teams to capture business requirements and to design and deliver solutions that meet our client needs.
2. Investigate options for solving business and technical problems through research and prototyping.
3. Enhance and maintain our valuation models, portfolio-level calculations, and data framework.
4. Improve the quality and robustness of our technical solutions in partnership with our tech team through a focus on automation and engineering.
5. Be part of an exciting and dynamic product within the bank.

Qualifications:

• A numerate degree (mathematics, physics, engineering, or similar).
• Good algorithmic and general programming skills; knowledge/experience of data-intensive computing is a plus.
• Some experience or knowledge of financial markets, particularly derivatives.
• Knowledge/experience of C++ and/or C# programming languages.
• Knowledge/experience with SQL/Postgres/MSSQL.
• Knowledge of cloud-native infrastructure technologies such as Kubernetes, Docker, etc., is a plus.
• Knowledge of KDB / Q is a plus.
• Someone who loves solving business problems through application of quantitative and technical solutions.
• Someone who loves to learn and grow professionally in a supportive team environment.

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. 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.

UBS Delta is an award-winning cross-asset portfolio management platform used by many top-tier clients, including large pension funds, major asset managers, and hedge funds. We are currently working on a large project to deliver a redesigned solution with improved capabilities to expand our client base and offer better services to our existing clients. Our team has a range of skill sets and offers an opportunity to work across all areas of product development, from core quantitative valuation modeling to development of portfolio-level calculations and data solutions.

UBS is the world's largest and 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.