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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.
Job Responsibility
Take ownership of initiatives from initial analysis through to design, implementation and delivery
Proactively suggest and drive through improvements to the platform and our framework
Involved in every aspect of algorithmic trading: market connectivity, designing, implementing and back-testing pricing and execution strategies, designing and building analytics to assess model and platform performance, latency analysis and optimization, enhancing the proprietary eTrading framework
Requirements
Strong business knowledge of electronic trading, ideally eFX
Proven experience in designing and implementing low-latency, high-throughput, event-driven algorithmic trading platforms
Collaboration with quantitative analysts to design and implement algorithmic trading models and controls
Experience of producing model documentation and partnering with governance and second line of defence functions