Quantitative Analyst: Execution Algorithms & Microstructure

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

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.