Quantitative Analyst/Developer recruitment

UBS Delta is an award winning cross-asset portfolio management platform used by the top-tier clients of the bank. It is developed by a small team of dedicated quant and IT experts, working in close collaboration with the business and with opportunities for direct involvement with bank’s clients.
Your job will give you the opportunity to work in an exciting and varied environment, where multiple skills are required including:

• Liaising with clients and marketers to capture new business requirements (example: incorporation of new asset types into UBS Delta). You will occasionally attend client visits alongside the marketers, and you will be expected to discuss analytical and technical details of the UBS Delta solution.

• Investigating feasibility of requirements, devising a solution and implementing it (depending on the work at hand this might include some quick analytic prototyping using SQL or Excel, presenting the outcome to marketers, sorting out data feeds, writing tests etc).
You will need to embrace the UBS Delta development principles with emphasis on scalability and stability.

• Coordinating the development with different teams within UBS, including:
o Analytics library teams: where possible UBS Delta tries to use existing analytic libraries developed within UBS. It might be necessary to work with those teams to include functionality required by UBS Delta.
o Data feed team to set up new feeds and/or change existing ones.
o Data team: as most new development involves new data, tools to maintain the data might have to be provided alongside some education.
o Support and deployment team to coordinate support as well as releases.

• Writing code for a 3-tier architecture, including SQL, C# and some Web front-end development.
The C# code will need to run on our grid farm.

• Supporting documenting: You will be expected to deal with UBS Delta support issues. It is of utmost importance that client queries are dealt with in a timely fashion.
You will contribute to our knowledge base by documenting relevant information (common support issues, design decisions, analytic assumptions etc) in Confluence.

In all these tasks you can rely on help or guidance by the existing team – we are very enthusiastic about the future of UBS Delta and are keen to take motivated candidates on board. We expect that the successful candidate will quickly take on new tasks, bring in new ideas and be capable of managing his or her own workload.

Candidate Requirements : 

 A quantitative analyst with extensive experience in building analytic tools on servers in C#.
• Familiar with Sybase or similar database system and preferably with experience of data-intensive computing.
• Competent in maths with a firm grasp of numerical methods, probability and mathematical finance.
• Familiar with pricing methods for at least one of credit derivatives, equity derivatives, interest rate derivatives or credit instruments.
• Focused and driven by successful delivery of solutions.
You may be weak in one of these areas, but this is balanced by your exceptional competence in another.