Implement trading software solutions used by the Direct Market Services & Solutions trading desk in the Americas to trade stocks and futures through various algo trading strategies. The candidate will have experience developing real-time systems capable of trading in fast markets with an emphasis on solid code that scales well. The environment is fast-moving, and it's critical that the candidate be able to quickly translate new ideas into solid implementations.
Primary Tasks
- Develop, ensure baseline, and support low latency trading systems and related tools.
- Take full ownership of algorithmic systems from inception to delivery.
- Work directly with traders to understand their needs and implement their trading strategies.
- Analyze performance of end-to-end systems.
- Communicate and liaise with support, infrastructure, and market access development teams to improve the trading systems.
- Adapt existing tools, used in other regions, to the US electronic business.
- Understand key industry trends in algo development and market microstructure.
- Collaborate with other members of the algo development team globally.
- Improve the research infrastructure.
- Study new indicators and strategy (understand user needs, suggest solutions, etc).
Required Competencies
- Excellent programming skills.
- Adaptive mindset, being able to switch gears quickly.
- Ability to self-organize work.
- Strong analytical and problem-solving skills.
- Ability to function in a high-pressure environment and meet stringent deadlines for completing tasks.
Technical Skills
- Strong technical skills in C# - real-time, parallelism/asynchronicity, high availability, efficient/performance-sensitive code.
- Strong object-oriented programming skills and design patterns.
- Experience developing in Python is a plus.
- Experience with performance testing and profiling is a plus.
- Understanding of distributed design concepts including computer architecture and network architecture.
- Experience with Agile development methodologies and continuous delivery.
- Memory/CPU profiling and multithreaded debugging experience.
- Experience with trading algorithms/strategies is a plus.
Prior Work Experience
- Minimum of 3 years of experience as a front office algo developer, with strong knowledge of at least one of the following (the more the better):
- Order management system/execution
- Real-time pricing
- Real-time market data
- Auto Hedge, systematic trading, market making
- Exchange connectivity
- 2-3 years minimum financial market exposure. Fixed income a plus.
Education
- B.S degree in computer science, engineering, math, physics, or similar.
- Master's degree or equivalent work experience would be a plus.