UBS Financial Services Desk Strat - GFS in London, United Kingdom
Are you interested in algorithmic trading in the secured financing market? Are you an innovative thinker who enjoys building tools? We’re looking for someone who can:
– Help design and enhance collateral optimization algorithms for the equities business.
– Analyze the way equity funding portfolio is managed and it's performance.
– Work closely with IT, Quant and Trading to deliver automated signals.
– Back test trading strategies.
– Consider how results are published for consumption by downstream clients.
What we offer:
Together. That’s how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Keen to achieve the work-life agility that you desire? We're open to discussing how this could work for you (and us).
Take the next step:
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.
Disclaimer / Policy Statements:
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.
Financial resource management is a cornerstone of the UBS equities franchise, and it's importance from the point of view of the Equities franchise's profitability, scarce resource management ,and regulation is growing in importance every year. The Equities secured funding team are optimizing collateral, and other resources, according to a complex number of inputs and models and need team members who can help execute on a quant, trading and IT challenge
Your experience and skills:
– A doctorate/master's degree in mathematics, physics, computer science, engineering, econometrics.
– Experience in data science.
– Experience in portfolio optimization.
– Good understanding of time series and time series modelling.
– Experience in back-testing strategies.
– Ideally experience of equities, more specifically secured funding.
– Ideally experience designing trading algorithms and modelling portfolios.
– Proficient using Java/C++/Python.
– Knowledgeable in at least one modelling language (e.g. Matlab, R).
– able to work with KDB/Q
– have exposure to CEPs
– UNIX and scripting experience would be an advantage.
– Capable of documenting model development and able to communicate with people from different teams in the bank.
– A keen learner.
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
Job Reference #: 165441BR
Business Divisions: Investment Bank
Title: Desk Strat - GFS
Job Type: Full Time
Country / State: United Kingdom
Function Category: Trading