Quant Developer for Central Risk Book team
UBS
Software Engineering
China
Quant Developer for Central Risk Book team
Mainland China
Investment Banking
Investment Bank
Your role
* Experienced in writing low latency software stacks in Java for Electronic Trading for Cash Equities and FX.
* Hands on Development for Client and Exchange Connectivity platform, Prop Algo trading, Regulatory Reporting gateways. Fully hands on role writing low latency code with emphasis on – using off-heap memory, producing less garbage, using object pools, avoiding unnecessary copying of data, lock free critical path.
* Developed inhouse pure Java FIX Engine, sub 20 micro latency using Zero GC techniques and the reactor pattern. Developed lock free data structures to avoid locking in main loop. Utilized this to build a liquidity aggregator across multiple swap venues and provide a consolidated feed to Rates SOR using Chronicle Queues for IPC.
* Lead development of prop algo trading systems –Built Algo Container using Java micro services/Lock Free processing/ Zero GC approach/ Chronicle Map for fast IPC. Utilized this to implement automated position trading strategy/ broker algo selection.
* Led the design and development of a lightweight, headless OMS for Structured Derivatives, focused on separation of concerns, asynchronous processing, and clean code principles. Integrated seamlessly with multiple endpoints, incorporating compliance checks, position management, locates, order marking, limits, frontrunning prevention, and command/control. Built a fully automated end-to-end regression testing suite that significantly accelerated deployment cycles.
* Hands on experience with SOR tactics, Agency Trading Algorithms, Agency Crossing – VWAP Cross, Mid/Passive/Aggressive Cross using Conditional and Firm orders as applicable.
Job Reference #
335236BR
City
Shanghai
Job Type
Full Time
Your Career Comeback
We are open to applications from career returners. Find out more about our program on ubs.com/careercomeback.
Your team
The CRB trading team is at the forefront of innovation in automated trading in cash equities and has a large mandate in the bank. We aim at maximizing automation and driving trading revenues. We're an experienced and highly technical team with strong data analysis and software development skills. The team is diverse and global, and the working environment is challenging but also enjoyable. We are passionate about solving technical problems and we strive for excellence. Diversity helps us grow, together. That’s why we are committed to fostering and advancing diversity, equity, and inclusion. It strengthens our business and brings value to our clients.
Your expertise
• Ideally 5-15 years’ worth of experience building algorithmic trading software.
• Bachelor’s degree or equivalent in Computing, Software development or relevant development experience.
• Very good understanding of
o Java, Computer Networks, Event based and Distributed Systems.
o Equities, Credit, FX or any related asset class.
o Exchanges, RFQ Platforms, Market Data and OMS systems
• Any prior experience in doing regulated role would be a plus
About us
UBS is a leading and truly global wealth manager and the leading universal bank in Switzerland. We also provide diversified asset management solutions and focused investment banking capabilities. Headquartered in Zurich, Switzerland, UBS is present in more than 50 markets around the globe.
We know that great work is never done alone. That’s why we place collaboration at the heart of everything we do. Because together, we’re more than ourselves. Want to find out more? Visit ubs.com/careers.
Join us
At UBS, we know that it's our people, with their diverse skills, experiences and backgrounds, who drive our ongoing success. We’re dedicated to our craft and passionate about putting our people first, with new challenges, a supportive team, opportunities to grow and flexible working options when possible. Our inclusive culture brings out the best in our employees, wherever they are on their career journey. And we use artificial intelligence (AI) to work smarter and more efficiently. We also recognize that great work is never done alone. That’s why collaboration is at the heart of everything we do. Because together, we’re more than ourselves.
We’re committed to disability inclusion and if you need reasonable accommodation/adjustments throughout our recruitment process, you can always contact us.
Contact Details
UBS Business Solutions SA
UBS Recruiting
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.