Equity Algo Electronic trading senior systems engineer

  • 225,000
  • New York, NY, USA
  • Permanent, Full time
  • Focus Capital Markets
  • 31 Jul 17

Looking for an in electronic trading technology lead for front office electronic trading/algorithmic trading in US Equities

ALGO Developer lead to be part of an E-Trading development team building out its next generation, cross asset platform. This individual will be a senior systems engineer and technical expert in the development of very highly sophisticated and complex ALGO trading applications for a major functional and/or product area within the securities businesses. They will analyze highly complex business requirements. Write functional documents and design technical specifications. Design and/or redesign existing complex computer platforms and applications. Provide coding direction and guidance on complex calculations and details of complex products with less experienced staff. Maintain full project life-cycle tasks, such as business and technical analysis, designing, coding, testing, and implementation plans. Maintain all system diagrams, system interface charts and any other compliance policy and procedure documents. Work closely with quality assurance on the preparation of test cases. Coordinate implementation activities across a broad range of functions and departments; work with client groups to identify, arrange, and/or deliver training needs. Lead large projects.

Need working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others): advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing;

 Must be strong technically on the followings :

--Strong knowledge of JDK 1.8+ programming paradigms
--Strong knowledge of multi-core / multi-threading concepts and paradigms
--Strong knowledge of UNIX/LINUX
--Strong knowledge of core computer science design concepts, algorithms, and data structures ;
--Experience working on low latency high-throughput transactional systems
--Background in e-trading (SOR/Algo/EMS/MarketData) and (electronic market making in equities products)