UBS

“Official Quantitative Analyst - Rates posting: 'Strong academic background in a quantitative field (mathematics, physics, engineering, etc) at a Masters or PhD level'; 'Proficiency in programming (especially C++ or Python)'; 'Knowledge of quantitative finance, derivative pricing and/or machine learning techniques'; plus 'Experience with calibration and risk-based P&L analysis of Interest Rate Option & Term-Structure models'.

“Official Electronic Trading Quantitative Analyst posting: 'perform thorough research on areas such as market microstructure and market impact analysis', 'design and spec new trading strategies with a particular focus on low latency trading strategies', 'analyze trading patterns and trends within market data (L2 or L3 format)', and 'employ modern data analytical tools such as machine learning but in a controlled and practical way'.

“Same posting's skills list: 'working knowledge of Java (other languages considered)', 'proficient in data analysis using statistical software packages such as Python or equivalent', 'experience analyzing tick series market data via KDB / Onetick and extracting data via e.g. SQL', and 'knowledge of L3 market data and orderbook mechanics also a plus'.

“UBS's official technology careers page states: 'UBS has more engineers and developers than many technology companies, and we're committed to a culture of engineering excellence', and that UBS aims 'to become an AI-enabled institution where all benefit from AI tooling'.

“Inferred: graduate-programme structure and interview formats (online assessments, technical round counts) were not published on the retrieved pages; treat community reports as unconfirmed. Learners must consult https://www.ubs.com/global/en/careers.html and the official job board https://jobs.ubs.com/.