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Electronic Trading Quantitative Analyst
Location not stated
Actively hiring, first seen by us 3 days ago- Pay
$145,000–172,500/yearAnnual period assumed. Location-specific pay — pay source
The successful candidate will primarily: • perform thorough research on areas such as market microstructure and market impact analysis. • perform Transaction Costs Analysis (TCA) to minimize executions costs. • improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events. • 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). • employ modern data analytical tools such as machine learning but in a controlled and practical way. • adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation. • generate intraday trading signals and volume forecasts from microseconds to minutes. • communicate with internal stakeholders and external clients and vendors to understand business requirements and market trends. • produce analytics and reports to monitor and benchmark trading performance both internally and for clients New York: the salary range for this role is $145000 to $172500 The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
Read the full posting- Work setting
- Not stated
- Employment
- Not stated
What you’ll work on
Full postingResearch market microstructure and market impact to improve algo performance
Perform transaction cost analysis (TCA) to minimize execution costs
Reduce algo outliers and risk around scheduled and unscheduled market events
Design and specify new low-latency trading strategies
Generate intraday trading signals and volume forecasts
From the employer’s posting
perform thorough research on areas such as market microstructure and market impact analysis.
perform Transaction Costs Analysis (TCA) to minimize executions costs.
improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events.
design and spec new trading strategies with a particular focus on low latency trading strategies.
generate intraday trading signals and volume forecasts from microseconds to minutes.
Posting record
Report an errorActively hiringFirst seen by us 3 days ago, still listed, and not a repost of an earlier posting.
- Status in our records
- Live
- First seen by us
- Nov 10, 20263 days ago
- Recorded sightings
- 3
- Last seen by us
- Nov 12, 2026
These dates show when we found the posting. Check the employer’s website to confirm it is still accepting applications.
How this job compares
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Demand for Data Scientist roles
New Data Scientist postings at the employers we follow are down 4% over the last 6 weeks compared with the 6 before.
Each bar is one week of new postings. The darkest bars are the last 6 weeks.
Counted from the hiring pages we’ve followed for at least five weeks, so employers we add don’t look like growth. Updated weekly.
About the role
We file this job under Data Scientist, by the work the posting describes.
Data scientists use statistics and models to answer harder questions, such as whether a change worked, what demand will look like next quarter, or which customers are likely to leave.
Postings usually ask for Python or R, SQL, statistics, experiment design and common machine learning methods.
Unlike an ML engineer, a data scientist's main output is often an analysis or a first model, not software running inside a product.
US government figures for data scientists
- Median yearly pay, May 2025
- $120,230
- Expected change, 2025 to 2035
- 34.6% more jobsagainst 3.5% for all jobs
Source: US Bureau of Labor Statistics, Occupational Employment and Wage Statistics (May 2025) and Employment Projections (2025 to 2035). Occupation code 15-2051.
Job description
Are you passionate about performing research, analyzing data and coding up improvements to complex algorithmic trading strategies? We're looking for someone to analyze, adapt and improve the quantitative performance of UBS’s suite of agency algorithmic trading and smart order routing strategies.
The successful candidate will primarily:
• perform thorough research on areas such as market microstructure and market impact analysis.
• perform Transaction Costs Analysis (TCA) to minimize executions costs.
• improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events.
• 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).
• employ modern data analytical tools such as machine learning but in a controlled and practical way.
• adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation.
• generate intraday trading signals and volume forecasts from microseconds to minutes.
• communicate with internal stakeholders and external clients and vendors to understand business requirements and market trends.
• produce analytics and reports to monitor and benchmark trading performance both internally and for clients
• New York: the salary range for this role is $145000 to $172500
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
The successful candidate will primarily:
• perform thorough research on areas such as market microstructure and market impact analysis.
• perform Transaction Costs Analysis (TCA) to minimize executions costs.
• improve consistency of algo performance and reduce outliers and risk, particularly during significant unscheduled as well as scheduled events e.g. index rebalance events.
• 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).
• employ modern data analytical tools such as machine learning but in a controlled and practical way.
• adapt algorithms to adjust to new markets, venues, order types, asset classes and regulation.
• generate intraday trading signals and volume forecasts from microseconds to minutes.
• communicate with internal stakeholders and external clients and vendors to understand business requirements and market trends.
• produce analytics and reports to monitor and benchmark trading performance both internally and for clients
• New York: the salary range for this role is $145000 to $172500
The expected salary range(s) for this role as of the date of this posting is/are based on factors including, but not limited to, experience, qualifications, education, location and skill level. This role may also be eligible for discretionary incentive compensation. For benefits information, please visit ubs.com/usbenefits.
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