Associate / VP - Algo Developer - Quantitative Market Making

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • Societe Generale
  • 15 Dec 17 2017-12-15

Associate / VP - Algo Developer - Quantitative Market Making


Environment

Global Banking & Investor Solutions is the Corporate and Investment Banking arm of the Société Générale Group. Present in over 50 countries across Europe, the Americas and Asia, GBIS provides services in corporate and investment banking, asset management, private banking and securities around the world.

GBIS offers to its clients integrated and tailored solutions to respond to their specific needs.

Mission

Main Responsibilities

Implement trading strategy / Algorithmic trading IT solutions used by the Front Office Quantitative Market Making desk to trade stocks and futures, more specifically low latency market making strategies.

  • Candidate will sit on the trading floor with the Traders, and will work closely with them daily
  • Design software solutions which will match traders needs, taking into account cost and delays constraints, agreed with both IT management and head of desk
  • Build close understanding of the trading strategies
  • Be proactive by proposing enhancements from which the business / IT can benefit
  • Implement, test and deploy the software solution within agreed constraints and existing code
  • Maintain & enhance the existing Market Market Trading platforms and various tools used for daily tasks
  • Improve the backtest framework
  • Study new indicators and strategy & IT requests (understand user needs, suggest solutions, etc)
  • Launch backtest and analyze results with trader
  • Improve the quality of backtest engine to better reflect production behavior
  • Handle level 1&2 support on implemented solutions
  • Provide a good reactivity in case of incidents
  • Implement the tools necessary for production follow-up, in order to anticipate and detect potential technical issues


Profile

Technical Skills

  • Expert experience as a developer, familiar with object oriented designs and common patterns
  • Strong knowledge in C# /.Net or C++ but willingness to work with both
  • Good knowledge of Windows environment as a production platform, Linux is a plus
  • Good knowledge of tcp / ip networking and electronic exchanges APIs or specificities is a plus
  • Memory / cpu profiling / optimization and multithreaded debugging experience


Functional Knowledge

  • Stock / Future products (2-3 years minimum), market making ideally
  • Low latency development of automatic trading application
  • Backtesting trading strategy principles
  • Knowledge of electronic Asian exchange specificities platform connectivity


Spoken Languages

  • Fluent English
  • Chinese (Cantonese / Mandarin) or French is a plus