Quant jobs / UBS

Quant Developer for Central Risk Book team

Build low-latency Java software for UBS’s central risk book. The work supports algorithmic trading, market connectivity and order management for cash-equity activity.

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.

Develop event-driven trading components with controlled memory use.
Implement exchange connectivity and order-management functions.
Test algorithms and smart-routing behaviour with regression tools.
Reduce latency in interprocess and market-data paths.

What they ask for

Required

Java and distributed event systems
Algorithmic trading software
Networking and market connectivity
Market data and order-management systems

Preferred

Regulated trading-role experience

Education: Bachelor’s in computing or software development, or equivalent development experience.
Experience: Ideally 5–15 years developing algorithmic trading software.
Languages and tools: Java
Chronicle
Markets: equities, fx, credit

How to prepare

Build an event-driven order book and measure allocation costs.
Implement a FIX message path with reproducible latency tests.
Compare lock-free and conventional queues under trading-like workloads.

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.