at UBS
Bulge Bracket Investment BanksPosted 15 days ago
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**Fintech Apprentice** for UBS: Research, analyze, and enhance complex algo trading strategies. Duties: TCA, market microstructure, trend analysis, signal generation, machine learning. Requirements: Strong analytical skills, market awareness, MS in Financial Engineering/Cognate fields. Low latency trading experience a plus. Join UBS' dynamic trading environment.
- Compensation
- $145,000 – $172,500 USD
- City
- New York City
- Country
- United States
Currency: $ (USD)
Full Job Description
| 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 UBSs 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. produce analytics and reports to monitor and benchmark trading performance both internally and for clients New York: the salary range for this role is $145000 to $172500 The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits. | Show more Electronic Trading Quantitative Analyst |
