Rates Strats - E-Trading - Assoc/VP level

Recruiter
Anson McCade
Location
London
Salary
Competitive
Posted
25 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

Rates Strats - E-Trading - Assoc/VP level
London/NY

The Strats group as a whole combines expertise in quantitative analytics with a deep understanding of system architecture and programming to provide the key building blocks for algorithmic trading development. Within Strats, the Rates E-Trading group delivers an efficient client trading model and a low-latency interdealer hedging operation. The larger Strats group is also responsible for a scalable and flexible Front Office pricing and risk management system. The integration of these operations ensures an easy route to consistent analytic results and minimises duplication of equivalent technologies.

This role contributes to both the European and North American markets and the book of work for this group includes the following:

  • Evolution of their algorithmic price generation.
  • Integration of trading of Voice and Electronic channels to extend the automation pricing and risk management.
  • Smarter analysis of client flow.

Requirements:

  • Extremely strong analytical and quantitative skills.
  • Strong Object Oriented Programming skills
    • Data structures (maps, lists, vectors, queues) and use cases.
    • Design patterns (factory, builder, adaptor, iterator, listener, producer/consumer, lambda functions, etc.).
    • Object oriented programming (polymorphism, interfaces).
    • Uses of singletons, static, global variables, const and immutability concepts.
  • Programming experience in one of the following: Java, C++.
  • Preferred skills for Java:
    • Java 8, streams.
    • Google core libraries.
    • JNI.
  • Preferred skills for C++ :
    • C+/14.
    • Standard template library, boost.
  • Educational background from a Tier-1 institution (Computer Science / Mathematics / Statistics / Engineering / Physics).

Candidates are would also benefit from any combination of the following:

  • Coding in Python
  • KDB/Q experience
  • Knowledge of R
  • Experience in Financial Markets
  • Track record of developing of Algorithmic Trading tools