Quant jobs / UBS

Electronic Trading Quantitative Analyst

Research and improve agency execution algorithms and smart order routing at UBS. The team studies order-book data, transaction costs and short-horizon signals to improve trading outcomes.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse L2 and L3 data for market-impact and liquidity patterns.
Improve routing and trading algorithms using empirical tests.
Build intraday signals and volume forecasts.
Benchmark performance around rebalances and market events.

What they ask for

Required

Algorithmic execution and quantitative analysis
Statistical programming
Tick-data analysis
Technical documentation
Related quantitative degree

Preferred

US cash-equity microstructure
L3 data and order-book mechanics

Education: Degree in computing, mathematics, engineering or a related subject; PhD preferred.
Experience: Ideally at least 2 years with execution algorithms, smart routing and data analysis.
Languages and tools: Java
Python
KDB+/q
OneTick
SQL
Tableau
Power BI
Markets: equities, fx, futures

How to prepare

Compute TCA on simulated or historical execution data.
Reconstruct an order book and test a short-horizon feature.
Design an event-study comparison for an execution algorithm.

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on UBS’s site before applying: requirements, location and pay can change after we check them.

View the posting on UBS’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with UBS and doesn’t handle applications.