Algo Model Validation Quantitative Analyst

☞ UBS

View: 206

Update day: 20-04-2024

Location: Opfikon Zürich ZH

Category: Finance / Bank / Stock Sales IT - Hardware / Networking Information Technology Arts / Design IT - Software Officer

Industry:

Job type: 100%, Temps de travail : 90-100%

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Job content

Switzerland - Zürich
Risk
Group Functions

Job Reference #

272290BR

City

Opfikon

Job Type

Full Time

Your role

Are you someone with a passion for market dynamics and quantitative analysis? Are you someone who likes a challenge and is willing to explore an emerging area of Risk Control in Algorithmic trading models? Are you a team-player, blending quantitative analysis with risk analysis to ensure best in class Algo model risk management is achieved in an efficient and compliant manner? We are looking for an Algo Model Validation Quantitative Analyst like you to:

  • obtain a solid comprehension of electronic trading algos across many asset classes
  • contribute to the model validation practices of our electronic trading algos and perform independent reviews/validations
  • provide an expert assessment of the testing frameworks for electronic trading algos, ensuring that new and changed algos do not have an adverse impact on the markets, our clients and UBS
  • acquire a deep understanding of the theories and technologies behind trading strategies in practice
  • grow into a subject matter expert on assessing the design and performance of algos.
  • support in Algo model validation deliveries to regulators such as FINMA

Your team

You will be part of our Model Risk Management & Control (MRMC) for Algo Trading function in Zurich on a permanent basis and work closely with electronic trading stakeholders including Quants, IT Developers and Traders as well as other control functions. Our mandate is to conduct quantitative analysis of risk associated with algos within the scope of electronic trading. This includes independent quantitative testing, integration with FX/Equities platforms, developing benchmark models/algos and governance activities.

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

  • a master degree in Mathematics, Engineering, Statistics, or Machine Learning combined with at least 2-4 years of relevant experience in the industry
  • strong know how in at least two out of the following IT skills: KDB, Neo4j, Tensorflow
  • knowledge of machine learning techniques natural language processing, computer vision, reinforcement learning, Bayesian statistics, graphical models, supervised and unsupervised learning.
  • a solid understanding of agency and principal trading businesses
  • hands on experience in Algo Trading model validation gained in one of the major Algo Trading hubs
  • knowledge of FX, Fixed Income and Equities (such as ETFs) products
  • strong communication skills in English and the ability to explain highly technical topics clearly
  • capable of managing stakeholders, confidence in taking ownership of projects in an agile manner and lead audit related tasks

About us

UBS 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?

Join us

At 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?

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.
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Deadline: 04-06-2024

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