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Your job is within one of the most high profile and well-respected IT teams in the City, building out the capabilities to allow our trading desks to actively manage credit and liquidity risks in the markets.
Your job is to take responsibility for the design and build of strategic components, working within the data sourcing team of Risk Analytics. Your work will span Trade Data, Market Data and Reference Data, for a trading portfolio including Equity Derivatives, Fixed Interest Derivatives, Credit Derivatives, Commodities, FX, Bonds and Exchange Traded Derivatives.
You'll be working in the Risk Analytics team in London. We integrate sophisticated quant models with trade and market data covering UBS' derivative portfolio. We produce portfolio risk for CVA and FVA and also calculate the raw exposure measures that drive UBS' RWA and credit limits. The team works across quant, desk and regulatory teams.
You are a hands on software developer with extensive experience of working in a complex, front to back integrated systems at Investment Banks.
Ability to write clear and succinct designs
Ability to lead small teams of developers
Write software to run on a distributed grid
Write software using C# and Oracle for data integration and distribution (batch, message and request response)
Experience working in an agile and iterative environment, using test driven development and similar practices
Excellent written communication; ability to create powerful and maintainable documentation
Strong knowledge of database technology, ideally Oracle 10g
Oracle 10 & 11G SQL performance tuning skills
Strong knowledge of system integration through enterprise messaging, Web Services, Client API and File Systems
Knowledge of CVA and RWA risk measures
Strong knowledge of structured derivatives
Expert advice. Wealth management. Investment banking. Asset management. Retail banking in Switzerland. And all the support functions. That's what we do. And we do it for private and institutional clients as well as corporations around the world.
We are about 60,000 employees in all major financial centers, in more than 50 countries. Do you want to be one of us?
We're a truly global, collaborative and friendly group of people. Having a diverse, inclusive and respectful workplace is important to us. And we support your career development, internal mobility and work-life balance. If this sounds interesting, apply now.
Disclaimer / Policy Statements
UBS is an Equal Opportunity Employer. We respect and seek to empower each individual and support the diverse cultures, perspectives, skills and experiences within our workforce.
Internal Number: 6534110
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