Senior Electronic Algorithmic Trading Quantitative Analyst

Responsibilities

• Research market microstructure and perform market impact analysis.
• Conduct Transaction Costs Analysis (TCA) to minimize execution costs.
• Improve the consistency of algorithmic performance and reduce risk during market events.
• Design and specify new trading strategies, with a focus on low latency.
• Analyze trading patterns and trends within L2 or L3 market data.
• Employ modern data analytical tools and machine learning in a practical manner.
• Adapt algorithms to new markets, venues, order types, asset classes, and regulations.
• Generate intraday trading signals and volume forecasts.
• Communicate with internal stakeholders and external clients to understand business requirements.
• Produce analytics and reports to monitor and benchmark trading performance.

Requirements

• 3-5 years of experience in Algorithmic Trading, Smart Order Routing, or Data Analysis.
• Degree in Computer Science, Mathematics, Engineering, or a related discipline.
• Proficiency in Java.
• Proficiency in Python or equivalent statistical software packages.
• Experience analyzing tick series market data using KDB or Onetick.
• Strong SQL knowledge for data extraction.
• Proficiency with data visualization tools such as Tableau or Power BI.
• Strong written and verbal communication skills in English.

Preferred Qualifications

• PhD in a quantitative discipline.
• Knowledge of US cash equity market microstructure.
• Understanding of low latency trading strategies.
• Experience with 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.