Quantitative Analyst
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About The Position
Are you passionate about performing research, analyzing data and coding up improvements to complex algorithmic trading strategies? We're looking for someone to analyze, adapt and improve the quantitative performance of UBS's suite of agency algorithmic trading and smart order routing strategies. The successful candidate will primarily perform thorough research on areas such as market microstructure and market impact analysis, perform Transaction Costs Analysis (TCA) to minimize executions costs, improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events, design and spec new trading strategies with a particular focus on low latency trading strategies, analyze trading patterns and trends within market data (L2 or L3 format), employ modern data analytical tools such as machine learning but in a controlled and practical way, adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation, generate intraday trading signals and volume forecasts from microseconds to minutes, communicate with internal stakeholders and external clients and vendors to understand business requirements and market trends, and produce analytics and reports to monitor and benchmark trading performance both internally and for clients.
