What will you do?
- Work with business Stakeholders to build new and maintain existing Algos and customizations
- Develop an in-depth understanding of existing algorithmic trading applications and work on migrating them to a new container platform.
- Identify and implement solutions to optimize performance and maintain low latency
- Meet deadlines in support of a fast moving release cycle
- Leverage new technologies and approaches with continuous improvement in mind
- Tailor the algorithmic container to meet the demand to house increasingly more sophisticated algorithmic strategies
- Occasional travel not limited to New York, London
What do you need to succeed?
- Proven track record in creating, maintaining, enhancing algorithmic trading strategies, execution management systems and/or smart order routing solutions across multiple asset classes
- Experience processing high frequency real time market data products (e.g. Exegy, Activ, ION, Reuters)
- In-depth understanding of algorithmic trading, model calibration and statistical research strategies used by the Front Office groups.
- Expert level knowledge of Java or C++ essential
- Excellent verbal and written communication skills
- Knowledge of memory management challenges that exist in high throughput low latency trading applications
- Thorough understanding of high capacity/low latency infrastructure (Solace, multicast, Infiniband, Ethernet, SolarFlare)
- Knowledge of Pre and Post trade analytics, machine learning and pattern recognition is advantageous.
- Understanding of build and deployment management
- Experience as a member of a team providing L2 support