*** Lead Developer / Architect - C++ Developer – Central Risk Book / Central Risk Desk / Risk Algorithmic Trading – Hedging and Risk – High-Frequency Low-Latency Proprietary Trading Systems ***

  • Exceptional package available
  • Hong Kong
  • Permanent, Full time
  • BAH Partners
  • 11 Dec 17 2017-12-11

*** Lead Developer / Architect - C++ Developer – Central Risk Book / Central Risk Desk / Risk Algorithmic Trading – Hedging and Risk – High-Frequency Low-Latency Proprietary Trading Systems ***

My client is a tier one global investment bank with a world class trading arm and asset management / private banking business. They have specialist IT team focused on building out ultra-low latency advanced trading systems for algos, market making, arbitrage and other high-frequency trading related businesses.

 

They are now looking to build a brand new Central Risk Book business, and require a Senior Developer / Architect to build out the platform for this desk. The principle behind the CRB business is that the desk will take an aggregate of the bank’s trading positions and optimize inventory against those positions to make money (or reduce costs).

 

Initially, the role will start by working alongside the high frequency trading systems group, and leveraging off of their architecture to build the platform for CRB. You will work closely with the head of the desk on laying the foundations for this platform, before expanding and growing the team for CRB IT and the system itself. The business is backed by a lot of cash and they are committed to an aggressive expansion plan in the future.

 

Role and Responsibilities:

 

  • Drive the CRB technology delivery
  • Design and develop high performance C++ systems for High Frequency Trading
  • Researched for high frequency trading dynamics / intraday alphas
  • Develop statistical arbitrage and portfolio optimization models
  • Work closely with the business and other stakeholders to deliver a world class trading system
  • Learn, adopt and apply new technologies to deliver added business value

 

Successful applicants will be:

 

  • Awesome C++ developers with experience developing low latency software
    • Any KDB/Q is a “nice to have”
  • Experienced architects with solid design skills
  • Experienced in delivering “Central Risk Book” projects
  • Experienced in developing high performance matching engines or high frequency trading strategies
  • (Hopefully) experienced in statistical arbitrage and portfolio optimization models
  • Excellent at problem solving and have analytical skills in a high-pressure environment

 

This is the chance to build a world class risk trading platform for one of the world’s leading global banks. The role will involve leadership and growth potential, and the chance to build some from the ground up.

 

If you would like to apply for this opening or discuss any other positions within banking and finance technology in Asia, please send an email to Craig.Barnish@bahpartners.com / +852 2544 4479.

 

For more roles, please visit our website: http://bahpartners.com/live-roles/