职位描述:

• Working with UBS Global Financing Services, Equities IB, focusing on optimizing economic profit of the department.
• Work closely with Trading, IT team and fellow Quant members to build strategies 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 

职位要求:

• Working with UBS Global Financing Services, Equities IB, focusing on optimizing economic profit of the department.
• Work closely with Trading, IT team and fellow Quant members to build strategies 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 

联系方式:

投递邮箱：sh-qa-shanghai@ubs.com