Global Equity Trading
Associate Developer Algorithmic Trading
Overview:
Algorithmic Trading
Our client a major Investment Bank, Global Banking Equities has an antiquated cash equities algorithmic trading platform in place it is looking to retire and replace with a new market leading, proprietary Execution Management and Algorithmic Trading System to support the growth of the equities business.
Both the current and future platforms support Global trading with deployments in Europe, Asia and Americas running from a global shared code base.
The Developer in New York will be the slotting into a team of 6 people.
The Existing Algo Container employs a multi-threaded Java based system which the bank has used to implement their algorithmic trading strategies.
The Strategic architecture uses a Scala based proprietary trading platform to provide both Algorithmic Trading and electronic execution services to parts of the equities business.
Responsibilities:
Responsibilities will include: Design, development, unit testing, system testing, back-testing, implementation and (2nd and 3rd line) support of the Algorithmic Trading Platform.
Key team objectives for 2018 are:
• Retiring the existing Algorithmic Trading platform (Portware)
• Deploying the next generation proprietary Algorithmic Trading Platform (Talon)
• Working together with the business to provide continuous improvement of the existing Algorithmic Trading strategies
• Development of new Algorithmic Trading strategies to support the business where required
• Improvement to the algorithmic trading platform including simplification & improving testing framework
• Expansion of trading to additional markets
Primary development language is Scala, also Unix / Shell script and possibility of exposure to KDB (q). Primary system interfaces are with Fidessa, Ullink, & KDB.
The role is New York based but may include opportunities for short trips overseas
Essential Experience:
• 3-5years exposure to Americas Equity markets in a sell-side Front Office environment (US, LATAM, Canada)
• Expert development and design experience in core Java.
• Expert knowledge of Equities Algorithmic Trading including SOR.
• Expert knowledge of Object Oriented development and awareness of design patterns
• Expert experience in Agile development and methodology
• Expert in technical design of high performance real time applications trading applications
• Real-time server development, in a multi-threaded asynchronous system environment.
• Strong familiarity with the FIX protocol
• 2nd and 3rd Line support of trading applications.
• Global/multi-site team working & working with off-shore resources within a development & testing context.
Ideal Experience:
• JMS and Swing
• Scala
• Interfacing with Fidessa and familiarity with the OpenAccess protocol.
• Interfacing with Ullink and familiarity with UL Message
• Interfacing with KDB & programming in q.
• JVM Optimization and garbage collection tuning