Algorithmic Trading Developer

Description

The company is a market infrastructure provider that gives clients access to global financial and commodities markets, with more than 60 offices in 27 countries and around 5,200 staff.

The equities Global Trading Technology team builds and supports algorithmic trading products for internal desks and buy-side clients.

The role sits in an agile team that delivers client-facing, high-availability, low-latency trading algorithms and related technology. You will report to the Head of Algo Development.

The company's Quantitative Trading work covers execution strategies, smart order routing and market data analysis.

Responsibilities

• Build and maintain the company's next-generation global algorithmic trading platform, including customisable low-latency strategies and core parts such as order management, order handling and rules engines.
• Implement trading algorithms, quantitative models and analytical signals alongside the Quants team.
• Take on client requests and algorithm customisations with the Product and Sales teams.
• Design new solutions in a strategic, practical way.
• Work well in a collaborative development setting.
• Keep up with industry trends and push for ongoing improvement.

Requirements

• Essential: Bachelor's degree or higher in computer science, mathematics or a related engineering field.
• Essential: At least 3-5 years building low-latency trading strategies in equities, futures or listed derivatives, such as execution algorithms, prop strategies, risk trading and smart routing.
• Essential: A proven record designing, developing and implementing strategies such as benchmark tracking, liquidity seeking and dark aggregation.
• Essential: Detailed knowledge of lit and dark market microstructure, order types, liquidity, market data and regulation (Reg NMS, ISO orders, MiFID II, dark pools, venue heat maps) in the US and/or other global markets.
• Essential: Experience implementing quantitative models efficiently, with statistical analysis, data visualisation tools, simulation and back-testing.
• Essential: Expert skills in Java, Linux and object-oriented design, focused on performance, reuse, test automation and flexibility.
• Essential: A proven ability to work across quant, product, sales and operations teams.
• Essential: Demonstrated development skills in a collaborative, team-oriented way.
• Desired: Experience with agile methodologies.
• Desired: Experience with low-latency messaging products such as Solace and 29West.
• Desired: Knowledge of event-driven (pub/sub) programming models.

Conditions

Hybrid role: 3 days a week in the office and 2 days working from home.

Location: 200 Vesey Street, New York, NY, USA.

The company is an equal opportunity employer and encourages applications from candidates who do not meet every criterion.