Quant jobs / UBS

Principal Algo Trading - Rates Data Lead

Lead data engineering for UBS’s rates algorithmic-trading analytics. The position delivers dependable real-time and historical data services used by quants, traders and risk teams.

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 operate batch and streaming market-data pipelines.
Maintain database and analytical-table performance.
Deploy monitored data workloads on Azure and Kubernetes.
Improve lineage, quality checks and recovery procedures.

What they ask for

Required

Production Python and data engineering
ETL and orchestration
Azure infrastructure
Relational databases and analytical stores
KDB systems
Batch and streaming data design

Education: No degree requirement stated.
Experience: At least 8 years in production data engineering and at least 2 years using Java.
Languages and tools: Python
Java
KDB+/q
PostgreSQL
DuckDB
Apache Spark
Azure
Docker
Kubernetes
Airflow
Terraform
Markets: fixed-income

How to prepare

Build a streaming rates-data pipeline with replay and late-data handling.
Benchmark queries across historical and live data stores.
Document data quality, lineage and recovery guarantees.

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.