Quantitative Analyst

UBS Financial Services; New York (NY); On-site; USD 215,000 - 245,000; Full time

Job summary

UBS Financial Services is seeking a Quantitative Analyst in New York. The role involves analyzing and enhancing algorithmic trading strategies and optimizing performance metrics. Applicants should have extensive experience in data analysis, algorithm design, and a strong foundation in market microstructure. This position offers competitive compensation and the opportunity to work in a dynamic, collaborative environment within a leading global wealth manager.

Qualifications

• 5+ years of experience with Algorithmic Trading Strategies.
• Background in quantitative analysis with a preferred PhD.
• Working knowledge of Java for development.

Responsibilities

• Analyze and improve quantitative performance of trading strategies.
• Perform Transaction Costs Analysis to minimize execution costs.
• Design and specify new low latency trading strategies.

Skills

Algorithmic Trading Strategies

Smart Order Routing

Data Analysis

Market Microstructure

Communication Skills

Education

Degree in Computer Science, Mathematics, Engineering or related discipline

PhD (preferred)

Tools

Java

Python

SQL

Tableau

Power BI

Job description

http://jobs.ubs.com/TGnewUI/Search/home/HomeWithPreLoad?partnerid=25008&siteid=5012&PageType=JobDetails&jobid=327278

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Quantitative Analyst

United States - New York

Investment Banking

Investment Bank

Job Reference #

320591BR

City

New York

Job Type

Full Time

Your role

Are you passionate about performing research, analyzing data and coding up improvements to complex algorithmic trading strategies? We're looking for someone to analyze, adapt and improve the quantitative performance of UBS’s suite of agency algorithmic trading and smart order routing strategies.

The successful candidate will primarily:
• perform thorough research on areas such as market microstructure and market impact analysis.
• perform Transaction Costs Analysis (TCA) to minimize executions costs.
• improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events.
• design and spec new trading strategies with a particular focus on low latency trading strategies.
• analyze trading patterns and trends within market data (L2 or L3 format).
• employ modern data analytical tools such as machine learning but in a controlled and practical way.
• adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation.
• generate intraday trading signals and volume forecasts from microseconds to minutes.
• communicate with internal stakeholders and external clients and vendors to understand business requirements and market trends.
• produce analytics and reports to monitor and benchmark trading performance both internally and for clients

Detailed salary information:
• New York: the salary range for this role is $215000 to $245000
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits .

Your Career Comeback

We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback .

Your team

You'll be working in the Quantitative Analysis & Development team in New York. The team is responsible for providing best in class, execution trading algorithms, smart order routing (SOR) and direct market access products for a large number of global clients based both internally and externally across predominantly Cash Equities but also ETD and FX asset classes.

Your expertise

• ideally 5+ years of experience with Algorithmic Trading Strategies, Smart Order Routing and Data Analysis for single stock and portfolio trading.
• proven background in quantitative analysis and development with a degree in Computer Science, Mathematics, Engineering or related discipline (PhD preferred but not a pre-requisite).
• working knowledge of Java (other languages considered)
• proficient in data analysis using statistical software packages such as Python or equivalent
• experience analyzing tick series market data via KDB / Onetick and extracting data via e.g. SQL
• knowledge of US cash equity market microstructure with an understanding of low latency trading strategies preferred but not essential.
• proficient with visualization tools such as Tableau or Power BI.
• strong written and verbal communication skills in English to produce comprehensive business requirement specification and model risk documents
• knowledge of L3 market data and orderbook mechanics also a plus

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.

Salary information

US Only: The expected salary range for this role is $215000 to $245000 based on factors including, but not limited to, experience, qualifications, education, location and skill level. Please see «Your role» section for detailed salary information.

Join us

At UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.

From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?

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.

Quantitative Analyst | UBS - Experienced professionals - job boards

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