Java Quant Developer Java Quant Developer …

Jefferies
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Feb 20
Competitive
Jefferies
in London, England, United Kingdom
Permanent, Full time
Last application, 18 Feb 20
Competitive
We are seeking a developer to work within the equities front office technology group to build out and support our Centralised Risk Book (CRB) trading team.

 

Company

Jefferies, the global investment banking firm, has served companies and investors for over 50 years. Headquartered in New York with its European head office in London and staff in over 30 global cities, the firm provides clients with capital markets and financial advisory services, institutional brokerage and securities research, and wealth and asset management. Jefferies provides research and execution services in equity, fixed income, foreign exchange, futures and commodities markets, and a full range of investment banking services including underwriting, merger and acquisition, restructuring and recapitalisation.

 

Team

Equities has been the core of Jefferies for 50 years. Our experienced sales and trading professionals deliver high-touch services to help clients develop investing strategies and execute stock transactions in exchanges across the globe. We act as agent, principal or market maker to provide clients with high execution quality in varying liquidity situations. Jefferies consistently ranks in the Top 12 in U.S. equity trading volume, market share, sales quality and trading quality. In recent years, we have invested in market professionals in Europe and Asia to deliver a global offering to our clients.

Role

We are seeking a developer to work within the equities front office technology group to build out and support our Centralised Risk Book (CRB) trading team.

 

The candidate will require experience programming in Java.  Ideally the candidate would have experience working in an equities front office trading environment; previous experience working on a quant based platform a distinct advantage. Some exposure to programming in one of the following languages C++/Python/KDB/Q would be an advantage.

 

The candidate should be able to demonstrate a solid mathematical understanding, good analytical skills, an enthusiasm to learn new technical/business skills and a logical approach to problem solving.

 

Key Responsibilities

 

  • Work actively on developing quant/electronic trading & risk system and implementing pricing models, portfolio optimization models and other risk-based models
  • Assist with the build out of the KDB environment
  • Assist with Front office quant/electronic trading & risk technology development in Java/C++
  • Assist in the Design and implement hedging strategies to reduce PnL volatility on CRB inventory.
  • Working in collaboration with the global CRB team on projects/initiatives.

 

Qualifications

 

Person Specification

 

The following skills and experience are required for this role:

 

  • Solid experience in Java and a willingness to learn C++
  • Experience of building mutli-threaded, low latency Java applications
  • Experience with multi-cast and distributed applications an advantage
  • Previous experience working in an Equities front office environment and/or a quant/analytics role e a distinct advantage.
  • KDB/Q experience an advantage
  • Strong data manipulation and familiarity with analysing large data sets
  • Genuine interest in equities and financial markets
  • Strong attention to detail, accuracy and energy in approach to new problems
  • Collaborative approach to decision making together with ability to work independently
  • Fluency in English

 

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