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FX Quant Developer

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Job Snapshot
Location:
Stamford, CT (map it!Map it! )
Employee Type:
Full-Time
Industry:
Banking - Financial Services
Computer Hardware
Computer Software
Manages Others:
Not Specified
Job Type:
Information Technology
Telecommunications
Banking
Education:
4 Year Degree
Experience:
At least 1 year(s)
Post Date:
11/6/2009
Contact Information
Ref ID:
52063BR
Description UBS is a client-driven global financial services firm. Corporate Center partners with the business divisions to ensure that the firm operates as an effective and integrated whole with a common vision and set of values.DescriptionA FX Quant Developer is required to work on the portfolio of tactical and strategic pricing solutions used within the FX Options business. The tactical applications are mainly applications used for pricing, booking and risk managing vanilla and exotic options.Scope of Role:
  • The individual will work closely with the primary clients of the pricing applications - the FX Option Trading Desk and the FX Distribution Team.
  • They will work closely with other teams contributing to the pricing space, namely the other FX Derivatives IT teams and the FX Quant Group.
  • They will work across the entire lifecycle from analysis to development, implementation, production rollout and second level support.Requirements
  • Minimum of 1 year experience with Java
  • Minimum of 1 year working with optionsPreferred Qualifications
  • Four year bachelors degree or international equivalent in computer science or related major
  • Masters financial engineering or a mathematical /quantitative focus
  • Front office development in a derivative asset class (preferably FX, but Equities, Credit and Rates also desirable)
  • Experience of front office derivative pricing systems
  • Basic option modeling and valuation
  • Subversion or similar source control system
  • Some exposure to C++Our OfferingUBS can offer you an environment geared towards performance, attractive career opportunities, and an open corporate culture that values and rewards the contribution of every individual.It starts with youWe can offer you an exciting, fast-paced working environment, a culture of mutual respect and teamwork and the opportunity to play a vital role in our growth. If you are attracted to joining an organization where every individual's contribution counts and where your talent will impact on our future, please apply for this position. It starts with you.Disclaimer / Policy StatementsUBS is an equal opportunity employer. We respect and seek to empower each individual and the diverse cultures, perspectives, skills and experiences within our workforce.
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