Agency Broker Quant Analyst
Responsibility & Job Description:
•Analyze large datasets for patterns to improve execution quality by quantifying market impact of order data.
•Study microstructure patterns (interaction of volume, spread and volatility), implement latest research techniques to improve that strategy engine logic and be able to write papers that sales traders can use to engage with clients.
Candidate Requirements & Key Criteria:
•Strong knowledge of statistics and probability are required for data analysis and model fitting
•Mastering a statistical program language such as R statistic package
•SQL databases, KDB
•Linux is a plus
•Fluent in both oral and written English
What we offer
UBS offers talented individuals around the world a challenging, diverse and supportive working environment in which passion, commitment and hard work are valued and rewarded.
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