Lead Java Developer Algo Trading
Apply NowCompany: CERES Group
Location: New York, NY 10025
Description:
We are the Capital Markets and Investment Banking division of our parent company. We are building on its electronic market making capabilities by implementing a systematic approach to pricing and risk management.
We are looking for a senior ALGO Developer / Engineer to be part of an E-Trading development team building out its next generation, cross asset platform.
This individual will be a senior systems engineer and technical expert in the development of very highly sophisticated and complex trading applications for a major functional and/or product area within the securities businesses. They will analyze highly complex business requirements. Write functional documents and design technical specifications. Design and/or redesign existing complex computer platforms and applications. Provide coding direction and guidance on complex calculations and details of complex products with less experienced staff.
Maintain full project life-cycle tasks, such as business and technical analysis, designing, coding, testing, and implementation plans. Maintain all system diagrams, system interface charts and any other compliance policy and procedure documents. Work closely with quality assurance on the preparation of test cases. Coordinate implementation activities across a broad range of functions and departments; work with client groups to identify, arrange, and/or deliver training needs. Lead large projects.
Required Qualifications
5+ years of electronic trading experience in Fixed income or FX markets
10+ years of Java experience
5+ years of algorithmic development experience
3+ years of Low Latency systems development or implementation experience
5+ years of Multi-Threading Experience
4+ years of securities industry experience
7+ years of application development and implementation experience
Knowledge and understanding of rates
Advanced experience in capital markets business and processes
Basic knowledge and understanding of mathematical modeling
Basic knowledge and understanding of SEC, FNRA, and international regulations for building technological solutions
Strong knowledge of JDK 1.8+ programming paradigms
Strong knowledge of multi-core / multi-threading concepts and paradigms
Strong knowledge of UNIX/LINUX
Strong knowledge of core computer science design concepts, algorithms, and data structures ;
Experience working on low latency high-throughput transactional systems
Background in e-trading (SOR/Algo/EMS/MarketData) and (electronic market making in fixed income products)
Front-office multi-asset trading knowledge
Low-latency JAVA experience (GC elimination, etc)
Other Desired Qualifications
Understand principles of Matching Engines
Knowledge and understanding of financial products: exposure to interest rate swaps, deposits, loans, spots and forwards
Knowledge of US Rates trading products:
UST On-the-Runs
CME Treasury Futures
CME Eurodollar Futures
USD Interest Rate Swaps
Understanding of Central Limit Order Book (CLOB) matching rules with specific focus on:
BrokerTec
eSpeed
CME
Working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others):
advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing;
Extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading;
Working knowledge of FINRA, CFTC and International Regulations in building technological solutions.
Working knowledge of data analytics tools (i.e., KDB+ or Big Data) required to build and regression test models using python
We are looking for a senior ALGO Developer / Engineer to be part of an E-Trading development team building out its next generation, cross asset platform.
This individual will be a senior systems engineer and technical expert in the development of very highly sophisticated and complex trading applications for a major functional and/or product area within the securities businesses. They will analyze highly complex business requirements. Write functional documents and design technical specifications. Design and/or redesign existing complex computer platforms and applications. Provide coding direction and guidance on complex calculations and details of complex products with less experienced staff.
Maintain full project life-cycle tasks, such as business and technical analysis, designing, coding, testing, and implementation plans. Maintain all system diagrams, system interface charts and any other compliance policy and procedure documents. Work closely with quality assurance on the preparation of test cases. Coordinate implementation activities across a broad range of functions and departments; work with client groups to identify, arrange, and/or deliver training needs. Lead large projects.
Required Qualifications
5+ years of electronic trading experience in Fixed income or FX markets
10+ years of Java experience
5+ years of algorithmic development experience
3+ years of Low Latency systems development or implementation experience
5+ years of Multi-Threading Experience
4+ years of securities industry experience
7+ years of application development and implementation experience
Knowledge and understanding of rates
Advanced experience in capital markets business and processes
Basic knowledge and understanding of mathematical modeling
Basic knowledge and understanding of SEC, FNRA, and international regulations for building technological solutions
Strong knowledge of JDK 1.8+ programming paradigms
Strong knowledge of multi-core / multi-threading concepts and paradigms
Strong knowledge of UNIX/LINUX
Strong knowledge of core computer science design concepts, algorithms, and data structures ;
Experience working on low latency high-throughput transactional systems
Background in e-trading (SOR/Algo/EMS/MarketData) and (electronic market making in fixed income products)
Front-office multi-asset trading knowledge
Low-latency JAVA experience (GC elimination, etc)
Other Desired Qualifications
Understand principles of Matching Engines
Knowledge and understanding of financial products: exposure to interest rate swaps, deposits, loans, spots and forwards
Knowledge of US Rates trading products:
UST On-the-Runs
CME Treasury Futures
CME Eurodollar Futures
USD Interest Rate Swaps
Understanding of Central Limit Order Book (CLOB) matching rules with specific focus on:
BrokerTec
eSpeed
CME
Working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others):
advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing;
Extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading;
Working knowledge of FINRA, CFTC and International Regulations in building technological solutions.
Working knowledge of data analytics tools (i.e., KDB+ or Big Data) required to build and regression test models using python