Algo Developer

About the role

Main mission is to 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 Algo Developer will have experience developing real-time systems capable of trading in fast markets with an emphasis of 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.

Responsibilities

• 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 to 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 algo development team globally.
• Improve the research infrastructure.
• Study new indicators and strategy (understand user needs, suggest solutions, etc).
• Work very closely with various teams: liaise & interact with worldwide team members (developers working on the same platform in Paris/Asia); Front Office in U.S. will provide the functional guidelines; in house IT market access teams (dev and support) in charge of the market connectivity.

Requirements

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 a plus.
• Experience with performance testing and profiling 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 on trading algorithm/strategies a plus.

Behavioral skills

• Client focus: Put long term relationship with our clients at the center of actions.
• Team Spirit – Synergies, cooperation with colleagues in and outside team a priority.
• Innovation - Thinking out of the box/Creativity.
• Innovation – Adopting new technology.
• Commitment - Strive to develop skills and knowledge.

Prior work experience

• Minimum of 3 years of experience as 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,