FX Derivatives Pricing Developer

Your role:
Are you a first-string Java developer with experience in the FX markets and a mathematical inclination? As part of FX Derivatives IT your main objective is the development and maintenance of the core functionality in our pricing engine.

You will:
  • Collaborate with the Quantitative Analytics group to integrate new valuation models into our stack
  • Help deliver on strategic initiatives to support the growth of our FX option business
  • Work with other developers to implement robust and well-tested solutions
  • Do level 3 Support, assisting production operations team in rollout and support-related matters


Your team :

You'll be working in the FX Derivatives IT team in Opfikon. Our
goal is to build a derivatives pricing and execution component
for the FX option business. The Pricing Team delivers the
components that constitute the backbone of our electronic trade
capture channels which offer FX/PM Vanilla end Exotic option
trading to internal and external clients. The team is also in
charge of market making on exchanges where performance matters.

Your experience and skills:

You have:
  • strong server-side Java SE development skills (3+ years), including expertise in multi-threaded programming
  • knowledge and experience of exotic financial products, preferably FX derivatives
  • strong communication skills, to both technical and non-technical audiences
  • applied solutions to cater for non-functional requirements including stability, capacity and scalability and manageability
  • experience working closely with your business partners to elicit initial requirements and then iteratively refine these to remove any ambiguity (In fact, you feel comfortable picking up any tasks required to deliver a feature as you have developed a well-rounded skill set through your involvement in all aspects of software delivery)
  • C++ knowledge desirable
  • experienced with distributed system, graph computing desirable (e.g. DataSynapse, Cassandra)

You are:
  • familiar with good software engineering practices
  • comfortable working independently, as well as in a team-oriented, collaborative environment
  • able to assess new ideas and provide implementable solutions
  • passionate about what you do. You value excellence, learning and integrity
  • someone who is technically excellent and can aspire, and inspire others, to our values and culture

Together. That's how we do things. We offer talented people around the world a supportive, stimulating and diverse working environment. We'll value your passion and commitment. And reward your performance.

Are you truly collaborative? Succeeding at UBS means respecting, understanding and trusting colleagues and clients. Challenging others and being challenged in return. Being passionate about what you do. Driving yourself forward, always wanting to do things the right way. Does that sound like you? Then you have the right stuff to join us. Apply now.