Algorithmic Trading - Quantitative Analyst

UBS; Hong Kong; On-site; HKD 900,000 - 1,500,000; Full time

Job summary

UBS in Hong Kong SAR is seeking a quantitative researcher to advance agency execution algorithms and analytics for equities. You will analyze execution performance, explore market microstructure dynamics, and develop insights to guide algorithm evolution and platform enhancements across regional and global teams.

The role emphasizes data‑driven decision making, collaboration with Trading, Product and Technology, and translating research into practical improvements for clients and trading venues.

Qualifications

• Advanced degree (Master's or PhD) in a quantitative field such as mathematics, physics, computer science, engineering or statistics.
• 3+ years in algorithmic trading, quantitative research, market microstructure, or execution analytics.
• Strong analytical and problem‑solving skills with ability to derive insights from data.
• Experience with large data sets and applying statistical techniques to real‑world problems.
• Interest in electronic trading, execution strategy, and market structure.

Responsibilities

• Contribute to research, development, and enhancement of agency execution algorithms and execution intelligence for equities.
• Conduct quantitative analysis of execution performance across market conditions to improve algorithm behaviour and client outcomes.
• Research market microstructure, order book dynamics, and trading behaviour to inform algorithm design.
• Analyse large trading datasets to uncover patterns and generate actionable recommendations.
• Collaborate with regional and global teams to translate findings into practical enhancements and platform development.
• Investigate client trading behaviour to identify opportunities for improved performance and customization.
• Evaluate existing and new execution methodologies, benchmarks, and trading logic across environments.
• Support quantitative studies for framework development, monitoring, and post‑implementation evaluation.
• Assist with client and internal research requests providing evidence‑based insights.

Skills

Python

Data analysis

Statistical techniques

Large data sets

Problem solving

Communication

Education

Master's or PhD in quantitative discipline

Tools

KDB/q

Java

C++

Job description

Your Role

Are you interested in algorithmic trading, market microstructure, and execution strategy research? Do you enjoy using data and quantitative analysis to improve trading outcomes? We're looking for someone who can:

• Contribute to the research, development, and enhancement of agency execution algorithms and execution intelligence for the equities business.
• Conduct quantitative analysis of execution performance across different market conditions, identifying opportunities to improve algorithm behaviour and client outcomes.
• Research market microstructure, order book dynamics, and trading behaviour to develop insights that support algorithm design and strategy evolution.
• Analyse large‑scale trading and market datasets to uncover patterns, evaluate execution quality, and generate actionable recommendations.
• Collaborate with regional and global stakeholders across Trading, Product, and Technology to translate research findings into practical enhancements, platform development, and execution strategy.
• Investigate client trading behaviour and execution characteristics to identify opportunities for improved performance, segmentation, and customization.
• Support the evaluation of existing and new execution methodologies, benchmarks, and trading logic across a range of market environments.
• Contribute to quantitative studies supporting algorithm enhancements and platform improvements, including:
  • Assessing the impact of proposed changes on execution behaviour and performance.
  • Providing data‑driven input into design decisions and prioritization.
  • Developing analytical frameworks to monitor and evaluate outcomes after implementation.
• Assist with client and internal research requests, helping provide evidence‑based analysis and insight into algorithm performance and market behaviour.

Job Type

Full Time

Job Reference

341296BR

City

Hong Kong SAR

Your Team

You’ll be working within the Algorithms and Analytics team in Agency Algorithmic Trading. The team provides execution algorithms, quantitative analysis, and execution consultancy for electronic trading across equities and other products globally.

The team is responsible for:

• Developing and improving execution algorithms and associated models.
• Researching market microstructure, liquidity dynamics, and trading behaviour.
• Building analytical frameworks to assess execution quality and algorithm performance.
• Supporting data‑driven decision making across product, trading, and technology teams.
• Acting as a bridge between quantitative research and practical execution strategy.

Your Expertise

• An advanced degree (Master's or PhD) in a quantitative discipline such as mathematics, physics, computer science, engineering, statistics, or a related field.
• 3+ Years experience in algorithmic trading, quantitative research, market microstructure, or execution analytics.
• Strong analytical and problem‑solving skills, with the ability to structure complex questions and derive meaningful insights from data.
• Experience working with large data sets and applying statistical techniques to real‑world problems.
• An interest in electronic trading, execution strategy, and market structure.

You are

• Curious and research‑oriented, with a desire to understand the drivers of execution performance.
• Comfortable communicating quantitative findings to both technical and non‑technical audiences.
• Proficient in Python and data analysis libraries; experience with Java or C++ is beneficial.
• Able to balance rigorous analysis with practical business and client considerations.
• Self‑motivated and capable of managing multiple projects in a collaborative environment.

Nice to have

• Familiarity with KDB/q or similar time‑series data environments.
• Exposure to machine learning, optimization, or simulation techniques applied to trading problems.
• Previous exposure to client‑facing analytics, execution consulting, or performance analysis in APAC Cash Equities agency execution.
• Curiosity to explore how AI can improve how we build, deliver, and optimize workflows, with sound judgment – validating outputs and aligning with policies, risk standards, and ethical use.

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.