Quant jobs / UBS

Fixed Income Quant Developer

Develop systematic rates trading tools for UBS Global Markets. The role covers strategy design, backtesting and production implementation for swaps and government bonds.

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.

Build and backtest automated quoting strategies.
Implement event-driven trading components.
Analyse strategy performance and risk-management behaviour.

What they ask for

Required

Rates products and swap markets
Object-oriented development
Algorithmic market-making knowledge
Electronic venues and protocols
Production testing and delivery

Preferred

Similar fixed-income algorithmic-trading role

Education: No degree requirement stated.
Experience: Relevant algorithmic-trading and rates experience; no minimum years stated.
Languages and tools: Java
Markets: fixed-income, futures

How to prepare

Backtest a rates quoting rule with realistic execution costs.
Implement swap valuation and hedge sensitivities.
Build an event-driven test harness for strategy changes.

What to study

The Rates Quant 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.