Java Developer – e-FX Quant / Trading Desk recruitment

UBS is a leading global financial services firm. Our Investment Bank is one of the world’s top global investment banking and securities firms, providing a full spectrum of products to institutional and corporate clients, intermediaries, government and hedge funds worldwide.

The candidate will join a team of quants and another developer on the eFX trading desk. Our quants develop pricing, risk-management and analytics models directly in Java. In order to develop quality models they are supported by a small number of expert Java developers, who work very closely with them to develop the models.

Role
• Pair up with quants to develop pricing, risk-management and analytics models in Java.
• Abstract and develop components that can be reused across different quant models.
• A large amount of effort has been employed to keep the codebase well factored and well tested, the developer will have full responsibility for the quant codebase, ensuring it stays well factored and tested.
• Deployment of pricing and risk-management models to test and production.

Essential skills:
• Excellent object-orientated design and core Java skills (J2SE) are the most important requirements. The developer needs to be proactive about ensuring good practices are maintained.
• The candidate must have very good communication skills and work well socially in a diverse team. Day-to-day they will pair up with members of the quant team so need to be able to ask the right questions, handle differences of opinion assertively and constructively and be proactive about offering advice.
• Quant experience is not necessary however knowledge of statistics is certainly useful and will help candidate do their job better.
• An understanding of flow products, i.e. market data, prices, orders, trades and positions is useful as most models operate on these events.
• Knowledge of the kdb tick-database query language (ksql) is a bonus.

Over time as the candidate becomes a strong member the team they are likely to be involved in the development of less quantitative models on their own, working more directly with eFX trading.

UBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.

Want to further your career in an organization where your contribution can make a difference? Apply now at www.ubs.com/careers. We look forward to hearing from you.

UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.