Description
Senior C++ Developer - FX EFX HFT High Frequency Trading - Banking - London
IMPORTANT! - Please only apply If you have current or Solid FX or EFX experience!
FM eTrading has defined an exciting strategy and aggressive multi-year year product roadmap. The Financial Markets eTrading system developments team is a specialist team of individuals hired to design, develop and enhance proprietary systems that will differentiate the bank in its core markets. eTrading systems are aimed at numerous customer markets including:- external customers via the Internet, sophisticated customers via API/point-to-point connectivity, internal users trading on behalf of customers around the globe and finally connectivity into multi-dealer platforms.
This role is an exciting opportunity to be part a large multi-asset eTrading trading system development team that is distributed between Singapore and London. A successful candidate is expected to:
A successful candidate is expected to:
- Design, build and implement low latency systems in our eTrading platform.
- Work with teams spread across infrastructure, product development, support, test, and the Front Office
- Participate in eTrading product requirements gathering
- Participate in the development of all aspects of product delivery including design documents, functional specifications, and component build
- Make contributions to the evolving architecture;
- Conduct issue and risk identification, management and resolution
This is a key role which will play pivotal role in the development.
RESPONSIBILITIES/DELIVERABLES:
- Take responsibility for the system component design and build
- Ensure developed code is fully tested through automated unit tests
- Build relationships with key stakeholders
- Manage application support handover to global teams
- Maintain and enhance the code base after project go-live
- Build relationships with fellow developments managers inside/outside FM, Infrastructure units etc.
- Advocate delivery excellence, ensuring application release quality
QUALIFICATIONS & SKILLS
- Must have experience in building low latency, high throughput, highly resilient algorithmic trading applications
- Must have experience in building multi-site enabled co-located systems
- Must have in-depth knowledge of FX products, pricing, connectivity, execution algorithms and Real Time risk management
- Must have excellent current C++ Skills, thorough working knowledge of the STL, experience of the Boost libraries is highly desirable
- Must have an excellent grasp of multi threaded, low latency, high throughput development in C++ under UNIX
- Must have a working knowledge of the design of scalable, high availability, supportable distributed architectures including three tier and n tier
- Must have an excellent grasp of messaging and communication protocols including point-to-point (TCP), and RPC's including reliable and guaranteed messaging delivery policies, familiarity with Middleware messaging frameworks ideally Solace.
- Cognizant of architecture and heuristics for the dissemination of market data and other Real Time information.
- Knowledge of all aspects of software design and development including the judicious use of domain specific languages and code generation techniques
- Working understanding of SQL and simple DDL operations
- Excellent oral and written communication skills, ability to interact with business representatives.
Desirable but not essential as training will be given.
- Good understanding of price discovery of other Fixed Income products such as CDS, IRS, and Bonds