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5 days ago
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Intraday Liquidity Management Analytics Data Scientist


UBS
Location: London
Job type: Permanent
Sector: Software Engineering
Category: Research & Development Jobs
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Intraday Liquidity Management Analytics Data Scientist

United Kingdom

Business management, administration and support, Process, project and program management

Corporate Center

Job Reference #

188036BR

City

London

Job Type

Full Time

Your role

Do you have first-hand experience in the analysis of large data sets? Do you have working proficiency in Python, Linux operating system and SQL?
We are building a data science team to provide Group Treasury and Group Asset & Liability Management with insights gained from sophisticated data analytics. Successful candidates will shape the infrastructure and toolkit setup and assist with building out of the new analytics platform which is then to be used to monitor (via historical time series analysis) and optimize (via statistical forecasting models) the Banks consumption of balance sheet capacity, capital, liquidity and funding and manage the risk exposure of the consolidated balance sheet.
The candidate must be comfortable working in a UAT/ lab environment, working with the users to showcase the changes and then move the code to production once changes are approved by the users.

We are looking for someone who can:
- Assist the Team Lead with a broad set of analytics and visualization skills to build out reporting capabilities for traders, risk managers, Group Treasury and operations
- Contribute to methodology and technology decisions and ensure that the team is continuously on top of latest trends
- Support in liaising with other functions involved in data generation, ingestion, and storage i.e. various IT teams

The role will report into the Head of Data Science under the Global Head of Group ALM Business Development.

Your team

Group Treasury is responsible for the efficient management of UBS's financial resources and Group Asset & Liability Management (GALM) is a trading business that manages UBS's balance sheet portfolio risks.
Together, they manage and optimize the Banks consumption of balance sheet capacity, capital, liquidity and funding and manage the risk exposure of the consolidated balance sheet.

Your team will work on various projects involving different data challenges arising from these objectives.

Your expertise

You have:
- A Master’s degree in financial engineering or a related degree in a quantitative discipline (a PhD is considered an asset)
- A minimum of three (3) years of experience in a quantitative finance role specifically with experience of Linux operating system (basic devOps and shell scripting), Python (Pandas, Numpy, Py-Spark), SQL and Java Script (basic angular JS)
- Strong analytical skills, mathematical fluency, and programming abilities (e.g. Matlab, Python, SAS, R, C++, Java, SQL, noSQL, Spark or Revo-r) including scientific libraries (e.g. Numba, NumPy, Pandas, SciPy) are a plus but Python, Linux, Java Script and SQL are must-have's
- Hands-on experience with big data analytics and working with unstructured data – it is vital that the candidate can demonstrate their approach to 'cleaning' data coming into the environment
- Good understanding of the end-to-end components like data storage, cloud computing, interfaces and visualization
- Experience in analytics development lifecycle meaning taking a concept that is built and deploying it through a production process which can be supported by a production support team on a daily basis

You are:
- Commercially minded with natural curiosity to drive for quick win results
- Highly numerate with logical analytical thought process and attention to detail but also able to distill complex problem sets into easy to understand solutions and explain to a user base their findings
- Reliable when working independently, with sound judgment for when to escalate issues
- A critical thinker who communicates clearly and enjoys the challenges of a fast-paced environment
- A committed team player with good interpersonal skills, enthusiasm and output vision

Your colleagues

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.
Intraday Liquidity Management Analytics Data Scientist

United Kingdom

Business management, administration and support, Process, project and program management

Corporate Center

Job Reference #

188036BR

City

London

Job Type

Full Time

Your role

Do you have first-hand experience in the analysis of large data sets? Do you have working proficiency in Python, Linux operating system and SQL?
We are building a data science team to provide Group Treasury and Group Asset & Liability Management with insights gained from sophisticated data analytics. Successful candidates will shape the infrastructure and toolkit setup and assist with building out of the new analytics platform which is then to be used to monitor (via historical time series analysis) and optimize (via statistical forecasting models) the Banks consumption of balance sheet capacity, capital, liquidity and funding and manage the risk exposure of the consolidated balance sheet.
The candidate must be comfortable working in a UAT/ lab environment, working with the users to showcase the changes and then move the code to production once changes are approved by the users.

We are looking for someone who can:
- Assist the Team Lead with a broad set of analytics and visualization skills to build out reporting capabilities for traders, risk managers, Group Treasury and operations
- Contribute to methodology and technology decisions and ensure that the team is continuously on top of latest trends
- Support in liaising with other functions involved in data generation, ingestion, and storage i.e. various IT teams

The role will report into the Head of Data Science under the Global Head of Group ALM Business Development.

Your team

Group Treasury is responsible for the efficient management of UBS's financial resources and Group Asset & Liability Management (GALM) is a trading business that manages UBS's balance sheet portfolio risks.
Together, they manage and optimize the Banks consumption of balance sheet capacity, capital, liquidity and funding and manage the risk exposure of the consolidated balance sheet.

Your team will work on various projects involving different data challenges arising from these objectives.

Your expertise

You have:
- A Master’s degree in financial engineering or a related degree in a quantitative discipline (a PhD is considered an asset)
- A minimum of three (3) years of experience in a quantitative finance role specifically with experience of Linux operating system (basic devOps and shell scripting), Python (Pandas, Numpy, Py-Spark), SQL and Java Script (basic angular JS)
- Strong analytical skills, mathematical fluency, and programming abilities (e.g. Matlab, Python, SAS, R, C++, Java, SQL, noSQL, Spark or Revo-r) including scientific libraries (e.g. Numba, NumPy, Pandas, SciPy) are a plus but Python, Linux, Java Script and SQL are must-have's
- Hands-on experience with big data analytics and working with unstructured data – it is vital that the candidate can demonstrate their approach to 'cleaning' data coming into the environment
- Good understanding of the end-to-end components like data storage, cloud computing, interfaces and visualization
- Experience in analytics development lifecycle meaning taking a concept that is built and deploying it through a production process which can be supported by a production support team on a daily basis

You are:
- Commercially minded with natural curiosity to drive for quick win results
- Highly numerate with logical analytical thought process and attention to detail but also able to distill complex problem sets into easy to understand solutions and explain to a user base their findings
- Reliable when working independently, with sound judgment for when to escalate issues
- A critical thinker who communicates clearly and enjoys the challenges of a fast-paced environment
- A committed team player with good interpersonal skills, enthusiasm and output vision

Your colleagues

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.
Apply

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