Algo Developer

Algo Developer (VP Level)

Location: New York, NY (4 days onsite)

Full Time

Main mission is to implement trading software solutions used by the Direct Market Services & Solutions trading desk in the Americas to trade stocks and futures through various algo trading strategies. The Algo Developer will have experience developing real-time systems capable of trading in fast markets with an emphasis of solid code that scales well. The environment is fast moving and it s critical that the candidate be able to quickly translate new ideas into solid implementations.

Primary tasks include but are not limited to:

• Develop, ensure baseline, and support low latency trading systems and related tools.
• Take full ownership of algorithmic systems from inception to delivery.
• Work directly with traders to understand their needs and to implement their trading strategies.
• Analyze performance of end-to-end systems
• Communicate and liaise with support, infrastructure, and market access development teams to improve the trading systems.
• Adapt existing tools, used in other regions, to the US electronic business
• Understand key industry trends in algo development and market microstructure.
• Collaborate with other members of algo development team globally
• Improve the research infrastructure
• Study new indicators and strategy (understand user needs, suggest solutions, etc)
• The candidate will need to work very closely with various teams:
• Liaise & interact with worldwide team members (developers working on the same platform in Paris/Asia)
• Front Office in U.S. will provide the functional guidelines
• In house IT market access teams (dev and support) in charge of the market connectivity

Technical skills:

• Minimum of 3 years of experience as front office algo developer, with strong knowledge of at least one of the following (the more the better)
• Order management system / execution
• Real time pricing
• Real time market data
• Strong technical skills in C# - real-time, parallelism / asynchronicity, high availability, efficient / performance sensitive code
• Auto Hedge, systematic trading, market making
• Exchange connectivity
• 2-3 years minimum financial market exposure.
• Fixed income a plus

• Strong object-oriented programming skills and design patterns
• Experience developing in Python a plus
• Experience with performance testing and profiling a plus
• Understanding of distributed design concepts including computer architecture and network architecture
• Experience with Agile development methodologies, and continuous delivery
• Memory/CPU profiling and multithreaded debugging experience.
• Experience on trading algorithm/strategies a plus
• Strong communication skills

Required Competencies:

• Excellent programming skills
• Adaptive mindset being able to switch gears quickly
• Ability to self-organize work
• Strong analytical and problem-solving skills
• Ability to function in a high-pressure environment and to meet stringent deadlines for completing tasks

Education:

B.S degree in computer science, engineering, math, physics, or similar

Masters degree or equivalent work experience would be a plus