Quantitative Developer recruitment
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.
Description:
UBS Corporate Management (Shanghai) Co. Ltd., located in Lu Jia Zui (???) in Shanghai, is a wholly owned subsidiary of UBS AG (??). Within this subsidiary holds the Quantitative Analytics team which engages in quantitative analysis, software development and data warehousing services to UBS Investment Bank and its subsidiaries and affiliates. Currently this team focuses more on the quantitative support to the overseas markets (e.g. US, UK and other Asia Pacific markets) through financial model development, portfolio analysis and trading desk support.
The open position is in this Quantitative Analytics team. We are looking for a highly motivated individual with potentially new expertise to widen the team's skill set in order to take on new types of projects. Both fresh graduates and those who have 1 to 3 years of work experience are welcome to apply.
Responsibilities include one or more of the following:
Strong software engineering, numerate degree (mathematics, computer science, engineering, physics) from a top tier institution
- Enthusiastic about computer programming with proficiency in one or more languages (C++, Python, C#) and with expertise in software development principles including design patterns, continuous integration and code deployment. One way to demonstrate this is by showing us the things that you have done either at work or outside of your work. Anything goes: open source projects, games, libraries, tools, blogs, twitter, weibo... as long as you love to write code and can convince us of the same.
- Familiar with Linux C++ development and Python/UNIX shell scripting (bash)
- Basic knowledge in finance and derivatives.
- Fluent in written and verbal English communication.
It starts with you:
We can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth. If you are attracted to joining an organization where every individual's contribution counts and where your talent will impact on our future, please apply for this position. It starts with you.
To read more about this opportunity and to submit your application, please click on the Apply for Job button. You will be redirected to the UBS career website where you can submit your CV. All applications will be reviewed and responded to by the UBS recruitment team.
Disclaimer/ Policy Statement: UBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.
- Work with fellow quantitative analysts/developers in London and other locations on the common analytics library used as a basis for the valuation of derivatives positions throughout the investment bank. The principal responsibility for the role will be to support and develop the Python scripts used to perform analytics runs on the computer grid. This will include providing end-user support, language enhancements, performance improvement, and feature additions for new markets and new instruments.
- Develop analytics libraries and pricing tool in C++/C# to expose the in-house model/analytics of Asset Backed Securities.
- Work with fellow quantitative analysts in Stamford to provide pre- and post-trade quantitative support
- Moreover, the role may involve providing assistance with the general activities of the team - improving our software platform and infrastructure and providing consultancy on performance tuning and software engineering best practices.