Quant Developer - FX derivatives IT
Are you an experienced and enthusiastic Java developer with a mathematical inclination? As part of FX Derivatives IT your main objective is the development and improvement of our FX options pricing engine.
- Collaborate with the Quantitative Analytics group to integrate new valuation models into our stack
- Help deliver on strategic initiatives to support the growth of our FX option business
- Speak to traders and business analysts to specify new requirements and propose solutions
- Work with other developers to implement robust and well-tested solutions
- Build and improve applications which cover the entire life cycle of FX options, including market data feeds, option pricing and life cycling of options
- Mainly work on server-side, performance critical Java applications which handle large volumes by applying distributed computing
- Do level 3 support, assisting production operations team in rollout and support-related matters
You'll be working in the FX Quant Developer IT team in Opfikon, Zurich Area. In our team, we build and improve the derivatives pricing component for the FX option business, tools that traders use to mark volatility surfaces and trading assistant use to life cycle options. In short, we work on the components that constitute the backbone of our electronic trade capture channels which offer FX/PM Vanilla end Exotic option trading to internal and external clients and exchanges. In addition, our team drives strategic initiatives which cover all areas of FX derivatives IT.
Your experience and skills:
- strong server-side Java SE development skills, including expertise in multi-threaded programming
- strong communication skills, to both technical and non-technical audiences
- a solution-oriented, motivated and self-challenging personality
- familiar with good software engineering practices
- comfortable working independently, as well as in a team-oriented, collaborative environment
- able to assess new ideas and provide implementable solutions
- passionate about what you do. You value excellence, learning and integrity
- someone who is technically excellent and can aspire, and inspire others, to our values and culture
Together. That's how we do things. We offer people around the world a supportive, challenging and diverse working environment. We value your passion and commitment, and reward your performance.
Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.