Electronic Trading Quantitative Analyst

Responsibilities

• Analyze, adapt, and improve the quantitative performance of agency algorithmic trading and smart order routing (SOR) strategies.
• Perform thorough research on market microstructure and market impact analysis.
• Conduct Transaction Costs Analysis (TCA) to minimize execution costs.
• Design and specify new trading strategies, with a focus on low-latency execution.
• Analyze trading patterns and trends within L2 or L3 market data.
• Employ modern data analytical tools and machine learning to generate intraday trading signals and volume forecasts.
• Communicate with internal stakeholders and external clients to understand business requirements and market trends.
• Produce analytics and reports to monitor and benchmark trading performance.

Requirements

• 2+ years of experience in Algorithmic Trading, Smart Order Routing, or Data Analysis for single stock and portfolio trading.
• Degree in Computer Science, Mathematics, Engineering, or a related quantitative discipline.
• Proficiency in Java.
• Proficiency in Python or equivalent statistical software packages for data analysis.
• Experience analyzing tick series market data using KDB or Onetick.
• Strong SQL knowledge for data extraction.
• Experience with data visualization tools such as Tableau or Power BI.
• Strong written and verbal communication skills in English.

Preferred Qualifications

• PhD in a quantitative field.
• Knowledge of US cash equity market microstructure.
• Understanding of low-latency trading strategies.
• Knowledge of L3 market data and orderbook mechanics.

About the Company

UBS is a leading global wealth manager and the leading universal bank in Switzerland. We provide diversified asset management solutions and focused investment banking capabilities, operating in more than 50 markets around the globe.