Analyze, adapt and improve the quantitative performance of UBS’s suite of agency algorithmic trading and smart order routing strategies.
Requirements
- ideally 5+ years of experience with Algorithmic Trading Strategies, Smart Order Routing and Data Analysis for single stock and portfolio trading.
- proficient in Kdb+/Q, Python, & Unix
- knowledge of US cash equity market microstructure.
- series 7, SIE, Series 63 and Series 57 licenses preferred
Responsibilities
- perform Transaction Costs Analysis (TCA) to minimize executions costs.
- design and spec new trading strategies with a particular focus on a subset of the client base that run algorithmic wheel trading strategies.
- adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation.
- perform thorough research on areas such as market microstructure and market impact analysis.
- produce analytics and reports to monitor and benchmark trading performance both internally and for clients.
- risk management, product management, execution consulting, and product knowledge expert for anything related to electronic/algorithmic trading/ low latency trading across global markets in the Americas.
Other
- provide expertise to the firm’s clients on strategy selection and analysis to achieve desired customer investment goals.
- communicate with internal stakeholders and external clients to understand business requirements and market trends.
- strong written and verbal communication skills in English.
- ability to multi-task and work in fast paced environment with ability to think on feet and solve real time problems.
- We are open to applications from career returners.
