CAL Curve Pricing - Software Developer

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • UBS UK
  • 23 Apr 19

Job Reference # 190775BR

Your role
Are you passionate about delivering new and exciting applications to support the Fixed Income trading desks? Are you motivated to deliver real business value whilst ensuring existing functionality remains intact? We're looking to hire someone for:
– the continued development of applications in response to client demands
– refactor and enhance existing components and solutions; documentation of the applications in order to standardize the suite and reduce duplication.
– collaborate with other global IT teams
– assist production operations team in rollout and production support

Your team
We are a fast paced, highly motivated, delivery focused but friendly team, present in 8 cities in 6 countries covering US, Europe and Asia Pacific. Our job is to create and deliver innovative solutions for business problems whilst maintaining a complex and multifaceted platform.
The applications in question cover a wide range of functions from pricing, curve construction, contribution, intra day risk and PnL reporting, blottering, regulatory reporting, external Client feeds etc.. The majority of the application estate consists of Java, C#, MS Excel spreadsheets with embedded VBA code or C# code leveraging NoSQL cache technologies for distribution as well as UBS's standard analytics libraries (and other non-standard libraries).

Your expertise
You have:
- excellent Java/C# development skills (5+ yrs of development experience).
- good understanding of low-latency, multi-threaded code
- sound knowledge of object-oriented programming and design patterns. Exposure to functional programming is also highly desirable
- experience in automated testing and continuous integration (Teamcity, Jenkins, Hudson etc), project configuration in Maven
- experience with Linux, version control systems such as GIT
- experience of working in agile teams
- web development experience is desirable but not a strict pre-requisite
- strongly Desirable:
o Excel/VBA programming
o Distributed cache such as gemfire or redis
o Reuters API, SQL, frameworks such as Spring
o Understanding of a range of financial products including, Interest Rate Swaps, Interest Rate Futures, Forecasting and Discounting curves, FX-type products (e.g. FX Swaps, FX Forwards).
o Experience in the Fixed Income business process.

You are:
– looking for a new and exciting challenge
– self-starting attitude and the desire to take ownership of requirements front start to finish
– proactive, comfortable working in dynamic environments with fast-paced deliveries and changing requirements
– an excellent communicator

About us
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?

Join 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.