Description
Java eRates Quant Low Latency Developer - Investment Bank
This is a quantitative/dev role to work on the development of the libraries for the rates products electronic trading platform This platform underpins the electronic rates activity including pricing, hedging and execution.
SKILLS/EXPERIENCE
- Top academic background, strong degree in mathematics/physics/computer science from a leading academic institution and ideally DEA/MSc/PhD in a relevant subject
- Outstanding implementation skills in an Object Orientated programming language (backed up by significant programming experience in an industrial context working on large projects)
- Significant prior professional experience in Core Multithread Java. Python a plus.
- Substantial professional experience of quantitative development in a trading environment, ideally Fixed Income.
- Acute understanding of classic quantitative market-making and trading strategies, and how to automate them with software.
- Innovative with a start up mentality
- Active interest in design of system architecture
- Interest in writing clear, maintainable code
- Excellent problem solving/debugging skills
- Good understanding of concurrent application design
- Good communication skills in English (other languages advantageous)
- Pragmatic approach to ensuring delivery on a timely basis
- Previous automatic trading experience is not required, but a solid plus
Key Responsibilities
- Close interaction with business and other quantitative research and IT teams in developing new features in the electronic trading platform and also in assisting them in the investigation of issues (eg post-event analysis, performance and scalability, latency reduction)
- Work with management to draw up specifications for new projects and estimate the costs involved in their implementation.
- Design and implement agreed electronic trading platform components
- Develop robust and reliable testing strategies
- Interaction with IT teams upstream/downstream in the chain (eg data sources, trade execution APIs)
- Release management aspects
- Hybrid working and Inside IR35.
Adlam Consulting operates as an Employment Agency & an Employment Business Applicants must be eligible to work in the specified location