• Permanent, Full time
  • Anson McCade
  • 21 Feb 18
  • London, England, United Kingdom
  • Competitive Market Rate
  • Full time

Core Quant Developer in FRC Execution Trading – Director level

My client are a top tier investment bank that are looking to build up a new team that will focus on the following:

Core Quant Developer in FRC Execution Trading – Director level

London based

 

My client are a top tier investment bank that are looking to build up a new team that will focus on the following:

  • Building a next-generation high performance Data Analytics platform to deliver Market Microstructure and Order Execution Models and Signals.
  • Working with a platform that can react to both high frequency real-time events as well as examine large historical data sets.
  • Building a platform that supports Quant Research along with providing comprehensive Simulation environment to back- and forward- test Models and Signals.
  • Developing analytics working closely with Quant Analysts to deliver Market Microstructure and Order Execution Models and Signals.
  • Developing Algorithmic Execution Strategies and Controls on a Trading Container working closely with colleagues from Group Technology.
  • Supporting Business / Product desks in Production environment to enable them deliver high quality services to Clients.

 

This a recently formed group that is dedicated to innovation in Cross-Asset Client Electronic Execution Services across FX, Rates, Credit and Futures asset classes. They provide execution services directly to Corporate and Institutional clients by offering Order Execution Algorithms; Liquidity Aggregation; Smart Order Routing; and Automated Price Discovery.  As part of this group, a dedicated Quant Development team is being setup based out of London alongside Quant Analysts and Sales Traders to build Market leading Execution Technology with Big data Analytics Environment.

 

Requirements:

 

  • Low level knowledge of CPU / GPU Architecture, Memory management – Shared Memory / Memory Mapped files, Networking Protocols – tcp / udp et al.
  • Deep understanding of Linux internals.
  • Experience in building ultra-low latency / high throughput systems in Financial Markets or Big Data Analytics – preferably in Java but exceptional candidates with relevant experience in C++ will also be considered if they are comfortable working in Java.
  • Comfortable using JNI, Java Unsafe, JNR-FFI etc.
  •  Experienced in developing large scale complex event-driven / reactive systems involving highly fault-tolerant, globally distributed processes with high frequency message /event workflows.
  • Experienced in Core Java (preferred) in building high performance systems involving concurrency, networking protocols and minimizing garbage collection with strong knowledge of Data Structures and Algorithms.
  • Focused on ensuring to deliver quality solutions following Agile methodologies and Test driven development.