Quant jobs / UBS

Global Markets - Electronic - Principal - Trader

Develop and run systematic equity trading models for UBS’s APAC central risk book. The desk provides liquidity while managing principal inventory, capital and execution risks.

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.

Research and backtest changes to systematic trading models.
Adapt risk and factor models to Asian market conditions.
Manage inventory and liquidity provision within desk controls.

What they ask for

Required

Quantitative trading-model analysis
Factor risk and optimisation
Backtesting methods
Programming strategies for live use

Preferred

Trading experience in Asian markets

Education: No degree requirement stated.
Experience: Quantitative strategy and model experience expected; no minimum years stated.
Languages and tools: KDB+/q
Python
Rust
Markets: equities, fx

How to prepare

Backtest an equity inventory strategy with realistic costs.
Analyse factor exposure and hedging constraints across Asian markets.
Demonstrate a model change with independent risk and execution checks.

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.