Global Markets - FX Spot Principal E Trading - Quant Developer

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 are 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 work closely with eTrading and Quantitative Analysts to deliver an analytics platform capable of optimising the competitiveness and profitability of the eFX business

• You will understand the financial and technical implications of decisions you make on the eFX business

• You will show a willingness to work across the entire stack, from database and backend, to front-end UI’s

• You will keep the business at the forefront of technology, by identifying and implementing use cases for machine learning and AI where appropriate

• You will be involved in every aspect of analytics for the eFX business:

• Real-time risk and position analytics

• Market share and client optimisation tools

• Regulatory and internal reporting

• Backtest and regression tests of different risk and configuration models

• Contributing to 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

• Diversity helps us to grow together. That's why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our client

Your expertise :

• Strong business knowledge of electronic trading, ideally eFX

• Proven experience writing software for a market making business, including a demonstrated understanding of how the business manages risk and generates P&L

• Experience with finance/trading combined with a solid foundation in software development

• Proven collaboration with Sales, Trading and Quantitative Analysts to design and implement both online and offline analysis in Java/Python, compute-efficient data pipelines along with reliable controls and UI’s to display information

• Experience of producing model documentation and partnering with governance and second line of defence functions

• Beneficial to have advanced Java programming skills including approaches to low-latency Java like lock free data structures and low-garbage programming techniques

• Beneficial to have experience with data pipeline orchestration in the cloud, particularly Kubernetes and Airflow

• Experience with time-series databases (preferably KDB) and Python for building analytics and reports

• Full stack development experience is an advantage (preferably React.js and Vue.js) particularly for building monitoring dashboards and trader-facing tools

• Beneficial to have experience integrating LLM APIs to provide an AI powered functionality

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