- London, England, United Kingdom
- Permanent, Full time
- Macquarie Group
- 18 Apr 18
Software Developer - Front Office Technology ( Arbitrage )
We have an exciting, unique role on the arbitrage development team in London. We are interested in speaking to exceptional technologists who want to work directly with traders to make a significant impact on the bottom line
This global team is directly aligned to the trading desk and is formed of technology enthusiasts who are given scope to bring value to the business through their contribution of ideas and technical skills. Macquarie is proud that traders and technologists work in partnership.
The Arbitrage desk seeks to generate profit by capturing pricing disconnects between related securities. We rely on in-house developed real-time trading systems and a suite of trading algorithms to execute index baskets, ETFs, futures, and more. Our in-house software is engineered to identify and execute upon profitable trades.
In this role, we would expect you to:
- Have a strong sense of ownership, responsibility, and urgency working directly with a trading desk in demanding environment that focuses on pnl, performance & resiliency
- Have excellent debugging and troubleshooting instincts who excels when working with other talented C# developers in a small dedicated global team
- Enhance our arbitrage trading systems with a view to improve alpha and minimize slippage
- Partner with the trading desk to assist with entering new markets, identifying and executing upon new trading strategies, and building and enhancing automated trading strategies
- Responsible for end to end delivery – from speaking with trader for requirements to supporting the change in production
- Continuously improve our platform striving to reduce effort to get changes done while maintaining responsiveness, stability, performance and availability
- Manage time appropriately across multiple concurrent projects delivering to agreed constraints of time, budget and scope.
- More than 5 years of development experience
- More than 3 years of C# (or Java / C++) development
- More than 3 years of experience in trading systems
- Technology enthusiast with strong interest in trading & data science
Excellent to have:
- Good understanding of equities / future / option / swap markets
- Exposure to technologies like KDB, InfluxDb, Redis, Consul, SQL Server, SQLite, etc
- Exposure to areas such as OMS, Algo trading, Index Arbitrage, Market making, Pricing, Risk, etc
- Open source projects which you are proud and hungry to push forward
Macquarie understands the importance of diversity and inclusion - our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you're capable, motivated and can deliver, we want you on our team.
Macquarie is an equal opportunities employer and does not discriminate on the grounds of age, disability, sex, sexual orientation, gender reassignment, gender identity, marriage, civil partnership, pregnancy, maternity, race (including colour and ethnic or national origins), religion or belief.
We facilitate a range of flexible working arrangements within our teams. Talk to us about what flexibility may be available.
Commodities and Global Markets provides clients with an integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange and commodities. Find out more about Macquarie at www.macquarie.com/about