Quant jobs / UBS

Execution Services – Agency Trading – APAC Algorithmic Trading Java De

Build Java algorithmic-execution software for UBS’s APAC agency trading business. The role adapts a global platform to local market structure and improves simulation and distributed-system performance.

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.

Implement execution features for APAC markets.
Extend simulated tests for algorithms and models.
Improve latency, capacity and reliability of event-driven services.
Support controlled production releases and incident diagnosis.

What they ask for

Required

Core Java
Real-time distributed systems
Automated tests and CI/CD
Quantitative business requirements
English communication

Preferred

C++, Python or KDB
Algorithmic trading or smart-routing development

Education: Degree in computing, mathematics, engineering or a related subject; level not stated.
Experience: Around 5 or more years developing and maintaining real-time distributed applications.
Languages and tools: Java
Markets: equities

How to prepare

Build an execution simulator with different venue rules.
Measure latency and throughput of an event-driven Java component.
Write reproducible regression cases for routing changes.

What to study

The HFT Quant Developer 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.