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UBS

Investment bank and wealth, asset manager

Quant Developer for Central Risk Book team

Quantitative DevelopmentConfirmed live in the last 24 hours
Full-timeShanghai, ChinaNo salary listedIn-person

About the Job

Requirements

  • Ideally, have 5–15 years of experience building algorithmic trading software.
  • Have a Bachelor's degree or equivalent in computing, software development, or relevant development experience.
  • Have a very good understanding of Java, computer networks, event-based and distributed systems.
  • Have a very good understanding of equities, credit, foreign exchange, or a related asset class.
  • Have a very good understanding of exchanges, request-for-quote platforms, market data, and order management systems.
  • Prior experience in a regulated role is a plus.

Responsibilities

  • Write low-latency software stacks in Java for electronic trading in cash equities and foreign exchange.
  • Develop client and exchange connectivity platforms, proprietary algorithmic trading systems, and regulatory reporting gateways.
  • Write low-latency code using off-heap memory, reducing garbage generation, using object pools, avoiding unnecessary data copying, and implementing a lock-free critical path.
  • Develop a pure Java FIX engine with sub-20-microsecond latency using zero-garbage-collection techniques and the reactor pattern.
  • Develop lock-free data structures to avoid locking in the main loop.
  • Build a liquidity aggregator across multiple swap venues and provide a consolidated feed to Rates SOR using Chronicle Queues for inter-process communication.
  • Lead development of proprietary algorithmic trading systems, including an algorithm container using Java microservices, lock-free processing, a zero-garbage-collection approach, and Chronicle Map for fast inter-process communication.
  • Implement automated position trading strategies and broker algorithm selection.
  • Design and develop a lightweight, headless order management system for structured derivatives, emphasizing separation of concerns, asynchronous processing, and clean code principles.
  • Integrate the system with multiple endpoints and incorporate compliance checks, position management, locates, order marking, limits, frontrunning prevention, and command/control.
  • Build an automated end-to-end regression testing suite to accelerate deployment cycles.
  • Work with smart order routing tactics, agency trading algorithms, and agency crossing, including VWAP cross and mid/passive/aggressive cross using conditional and firm orders as applicable.

About the Company

UBS

Investment bank and wealth, asset manager

UBS provides wealth management, asset management, investment banking, and private banking services to private, corporate, institutional, and retail clients worldwide. It offers advisory and investment products for wealth and asset management, as well as lending and banking services in Switzerland. Its investment bank handles advisory, underwriting, and sales and trading across equities, fixed income, rates, and foreign exchange. UBS differentiates itself by delivering a globally integrated suite of financial services across multiple client types and asset classes, combining private banking with large-scale investment banking and asset management to generate fees, interest, and trading income. Its goal is to help clients grow and protect wealth while maintaining diversified, profitable revenue streams.

Company size
10,001+
Company stage
IPO
Headquarters
Zurich, Switzerland
Founded
1998

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