Financing Quant Developer
UBS
- Shanghai
- Permanent
- Part-time
- Work closely with Trading, IT team and fellow Quant members to build quantitative platforms and models for Global Financing Services, including Securities Borrowing Lending, Funding, Delta-one trading, Inventory Management etc.
- Understand market dynamics and provide tools to visualize/identify opportunities.
- Engage and understand the desk's balance sheet and risk requirements/controls
- Work on data analytics project and propose solutions to trading desks
- Design and document new strategies with Trading + Quant team
- Design and enhance Quant library (KDB, Python)
- Test driven development on Quant Library
- Documentation of theory and implementation (Latex)
- Provide test and control framework for front to back operational testing / recoverability
- Participate in technology design discussions for scalability and performance
- Provide support/tools for explaining P&L, Risk and OTC products pricing.Function CategoryInvestment BankingJoin usAt UBS, we embrace flexible ways of working when the role permits. We offer different working arrangements like part-time, job-sharing and hybrid (office and home) working. Our purpose-led culture and global infrastructure help us connect, collaborate, and work together in agile ways to meet all our business needs.From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we're more than ourselves. Ready to be part of #teamUBS and make an impact?Contact DetailsUBS Business Solutions SA
UBS RecruitingYour teamYou'll be working in the Quant team in Shanghai.Your expertise- Minimum Bachelor degree from a top tier University. Statistics, Computer Science, Engineering or Mathematics majors preferred
- Experience with modelling programming language such as Python, Matlab
- Experience with database languages such as SQL and Q/kdb
- Experience in software development tools such as source control
- Demonstrate experience in mathematical documentation such as Latex
- Beneficial to have knowledge and some experience in C++/Java
- Knowledge and interest in financial markets especially equity related products
- Knowledge and interest in data analysis and data visualization
- An excellent team player focusing on high quality deliveries
- Strong communication skills in both written and verbal English
- Strong interest in applying academic knowledge/technical skills in solving practical financial problemsAbout usUBS is the world's largest and only truly global wealth manager. We operate through four business divisions: Global Wealth Management, Personal & Corporate Banking, Asset Management and the Investment Bank. Our global reach and the breadth of our expertise set us apart from our competitors.With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?