Description
Java Algo Trading Developer Electronic Trading - Investment Bank
Highly skilled Java developer to work with Quant group to write code for components for Market making and Auto hedging which need to be turned into complex Java technology. The role is more geared towards Algo writing and back testing to support the quants. You need to fully understand the following:- Orders, Quotes, Trades and how market making works. The role sits in eRates Technology but you would spend a lot of time on the trading floor and with the quants
Must have: proven significant (5 year+) and recent SDLC experience on mature, enterprise multi-threaded core Java development projects applied to high frequency, low latency programming environments - typically but not exclusively in the financial industry
- Nice-to-have: knowledge of ION Marketview and its programming environment
- Nice-to-have: C/C++ and JNI experience
- University degree in any quantitative discipline (math, computer science, engineering)
Business Skills
- As above - experience outside fo rates etrading also considered.
Key Responsibilities
- delivering any assigned task to Production as per time, non-functional and functional requirements - in particular, ensuring deliveries meet adequate levels of testability, at unit, component and integration levels;
- liaising directly with business users over requirement gathering;
- focusing on the platform's non-functional behaviour: performance, scalability, security etc - and making sure that tests in this area are repeatable;
- promoting knowledge sharing within team members - taking active involvement in organising and chairing poker-sizing sessions with all concerned parties as and when required;
- ensuring smooth liaison with other teams, both inside and outside eRates IT where appropriate (eg London/NY dev teams, Production support teams, etc);