A leading global investment bank is looking for a talented C# Engineer to implement trading software solutions used by the Quantitative Market Making desk to trade stocks and futures, more specifically low latency market making strategies.
The candidate will sit on the trading floor with Traders and will work closely with them on a daily basis.
ROLE DETAILS :
Design software solutions which will match traders needs, taking into account cost and delays constraints, agreed with both IT management and head of desk.
Build close understanding of the strategies
Be proactive by proposing enhancements from which the business / IT can benefit
Implement, test and deploy the software solution within agreed constraints and existing code
Maintain & enhance the existing Market Market Trading platforms and various tools used for daily tasks
Improve the backtest framework
Study new indicators and strategy & IT requests (understand user needs, suggest solutions , etc)
Launch backtest and analyze results with trader
Improve the quality of backtest engine to better reflect production behavior
Handle level 1&2 support on implemented solutions :
Provide a good reactivity in case of incidents
Implement the tools necessary for production follow-up, in order to anticipate and detect potential technical issues
The candidate will need to work very closely with various teams :
Liaise & interact with worldwide team members
Front Office in Asia who will provide the functional guidelines
In house IT market access teams (dev and support) in charge of the QMM market connectivity
Infrastructure support team (Windows / Market Data / Network)
6+ years of experience as a developer, familiar with object oriented designs and common patterns.
Memory / cpu profiling and multithreaded debugging experience
Experience on trading algorithm / strategies preferred
TECHNICAL SKILLS :
Strong knowledge in C# / .Net or C++ but willingness to work with both.
Good knowledge of Windows environment as a production platform, Linux is a plus.