Low Latency Multi-Asset Algorithmic Trading Quant Developer

Responsibilities

• Work with senior trading, quant / quant dev, business, and technology management to drive the continued growth of the eTrading business across all foreign exchange, fixed income, and interest rate products
• Develop and support pricing, hedging and algorithm trading models and software for electronic trading in fixed income, foreign exchange and interest rate markets
• Develop tools and perform analysis of electronic trading and markets in areas such as liquidity, market structure, profit and loss, and transaction cost analysis
• Maintain strong knowledge of current markets, technologies, vendors, trends and innovations and adapt the technology and analytics approaches as appropriate
• Partner with other areas including technology, risk management, and compliance to deploy new or enhanced models and components to production

Requirements

• 5+ years of experience in developing electronic and algorithmic trading models and tooling
• Superior software skills in Java and Python, experience with time-series databases (e.g. kdb) is an advantage
• Demonstrated experience in hands-on development and deployment of major components into production trading systems
• Superior analysis and debugging skills in support of active production trading operations
• Strong knowledge of electronic and algorithmic trading markets and products in both fixed income and foreign exchange
• Commercially oriented with a pragmatic approach to project development and delivery
• Outstanding communication and team-working skills
• Ability to work in a high-pressure environment with tight deadlines