Index Arbitrage Strategy Quant Developer
•Work closely with Delta1 Trading, IT team and fellow Quant members to build strategies for inventory management
•Understand market dynamics and provide tools to visualize/identify opportunities.
•Design and document new strategies with Trading + Quant team
•Back test strategies across different market regimes across different markets
•Develop programs for strategies for intra-day high frequency executions to be plugged into IT systems.
•Design and enhance Quant library (Java)
•Test driven development on Quant Library
•Provide test and control framework for front to back operational testing / recoverability
•Participate in technology design discussions for scalability and performance
•Engage and understand the desk's balance sheet and risk requirements/controls
•Provide support/tools for explaining P&L, Risk and OTC products pricing
Your experience and skills
•Minimum Bachelor degree from a top tier University. Statistics, Computer Science or Engineering or Mathematics majors preferred
•Self-motivated with independent thinking
•An excellent team player focusing on high quality deliveries
•Strong communication skills in both written and verbal English
Strong interest in applying academic knowledge/technical skills in solving practical financial problems
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.
Take the next step
Fitting in at UBS means being passionate and motivated about what you do. If you like collaborating, are used to challenging others and being challenged in return, then you have the right attitude to thrive in our environment. Want to become part of our team? Apply now.