AVP - Algorithm Developer/HFT/Low Latency in Java - MNC Bank
- Enhancing/Maintaining Agency Execution Platform (called Gator) - critical client facing product handling large volumes of FX orders every day
- Provide best in class service to clients
- Design of frameworks and functionality for development of trading algorithms
- Closely working with Quants and Developers in London and Singapore for implementation, testing, and productionisation of system features and bugfixes
- System tuning and optimisation
- Analysis of and improvements to algorithm performance
- Proactive identification and resolution of problems and issues
- Provision of required high quality support in timely manner
- Participation in team peer reviews of code, modelling and testing
- Participation in team knowledge sharing and presentations
Stakeholder Management and Leadership
This role involves significant interaction with our partners in Product, Trading, Technology, Sales, Compliance and Risk. It may involve direct interaction with clients. The ability to work and communicate across diverse teams is essential.
Decision-making and Problem Solving:
This position requires strong software design, analytical and programming skills. Attention to details and ability to make independent judgement are critical for success at this position.
Risk and Control Objective:
Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Policies and Policy Standards.
Person Specification:
Personal attributes essential to performing role including competencies, expertise, knowledge, and experience. Note: experience requirements must not be in the form of years (minimum or otherwise).
Essential Skills/Basic Qualifications:
- 5+ years of hands-on programming experience in Quants development
- Extensive experience of Java in a shared codebase
- Prior experience with algorithms or eTrading business logic
- Graduation or Masters degree from reputed institution in a quantitative, mathematical or scientific discipline
Desirable skills/Preferred Qualifications:
- Previous experience of developing Agency Execution Platform in any asset class
- Domain understanding of FX products and trading
- Knowledge of low latency and event driven programming
- Knowledge of Python, kdb+/Q languages
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