Algorithmic Trading Developer

Liquidnet is seeking an exceptional and experienced Quantitative Trading Strategy developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization. Role Overview Quantitative Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis. The equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients. We are looking for an outstanding candidate to be a part of agile, highly professional team delivering client-facing, high-availability, low-latency trading algorithms and related technology. This person is responsible for developing and supporting the products and will report to the Head of Algo Development. This position sits in office 3 days a week, 2 days wfh. Role Responsibilities - Design, build and maintain Liquidnet's Next Generation Global Algorithmic Trading platform including highly customizable low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components. - Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals. - Work with Product and Sales teams on client requests and algo customizations. - Develop innovative solutions in a strategic, pragmatic way. - Succeed in a collaborative development environment. - Be curious and inquisitive around industry trends and strive for continuous improvement. Experience/Competences Essential - BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field. - At least 3-5 years' experience developing low latency trading strategies in Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart routing etc.) - Proven track record in designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms. - Has intimate knowledge of lit and dark market micro-structure, order types, liquidity, market data and regulatory matters (Reg NMS, ISO orders, MiFID II, dark pools, liquidity seeking, venue heat maps, etc.) in the US and/or other global markets. - Prior experience in efficient implementation of quantitative models, performing statistical data analysis, building/using data visualization tools and conducting simulation and back-testing of strategies. - Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations. - Proven ability to work effectively across quant, product, sales, and operations teams. - Demonstrated development skills in a collaborative, team-oriented style. Desired - Experience in Agile Methodologies. - Experience with low latency messaging products, such as Solace and 29West. - Knowledge of event-driven (pub/sub) programming models. Manager 5 #LNET #LI-Hybrid #LI-MID Salary up to $173,000 Location USA - 200 Vesey Street - New York, NY