Algo Developer

  •  

New York, NY

Industry: IT Consulting/Services

  •  

11 - 15 years

Posted 156 days ago

  by    Radhika Arora

This job is no longer available.

Our client is an American international banking and financial services company and one of the most recognized names in the financial services space. They are currently looking for an ALGO Developer to be a part of the team developing its next generation of e-trading platform.

The ideal candidate is a senior systems engineer with excellent technical expertise developing securities trading applications within challenging functional areas.

Role:

  • Analyze business requirements and write functional documentation, deciding technical specifications
  • Redesign existing platforms and applications environment
  • Provide direction in development
  • Provide direction in high-level calculations and impart complex product comprehension to less experienced development staff
  • Maintain system diagrams, interfaces and compliance policies
  • Work with QA on test case prep
  • Coordinate implementation across departments and client groups

Profile:

  • 5 or more years’ fixed income experience
  • 10 or more years’ development experience in Java, with at least 7 in an enterprise/corporate environment
  • 5 or more years’ of algorithmic development
  • 3 or more years of low latency system development
  • Excellent understanding of multi-threading processes
  • 4 years’ experience in securities
  • Ideally, an understanding of interest rates swaps, deposits, fix spots and forwards
  • Knowledge of mathematical modeling is an advantage
  • Experience working on low latency high-throughput transactional systems, with a background in e-trading
  • Understanding of Central Limit Order Book (CLOB) matching rules is an advantage (BrokerTec, eSpeed, CME)

Knowledge of analysis tools like Big Data processing or KDB+ is an advantage