Front Office Developer, Quantitative Market Making

  • Competitive
  • Hong Kong
  • Permanent, Full time
  • 26 May 19

Front Office Developer, Quantitative Market Making


Main job is to implement trading software solutions used by the Quantitative Market Making desk to trade stocks and futures, more specifically low latency market making strategies


Main Responsibilities:

As Automated Market Making strategies developer:

  • Candidate will sit on the trading floor with Traders, and will work closely with them on a daily basis.
  • 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 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 Making 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


Skills Required:

Technical skills

  • 6+ years of 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
  • A good experience is necessary on those aspects
  • Stock/Future/Index products (2-3 years minimum), market making ideally
  • Low latency development of automatic trading application
  • Back-testing trading strategy principles
  • some knowledge of electronic Asian exchange specificities platform connectivity (not necessarily as developer of OSM)

Spoken languages:

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