A key goal for the desk is to continually automate electronic flows and adopt quantitative methods to drive better execution. The Algo Developer will have experience developing real-time systems capable of trading in fast markets with an emphasis of solid code that scales well. The environment is fast moving and it’s critical that the candidate be able to quickly translate new ideas into solid implementations.

Primary tasks include but are not limited to:

• Develop, ensure baseline, and support low latency trading systems and related tools.
• Take full ownership of algorithmic systems from inception to delivery.
• Work directly with traders to understand their needs and to implement their trading strategies.
• Analyze performance of end-to-end systems using tools such as profilers, log aggregators, network sniffers.
• Communicate and liaise with support team, infrastructure, and market access development team to improve the trading systems.
• Adapt existing tools, used in other regions, to the US electronic business
• Understand key industry trends in algo development and market microstructure.
• Collaborate with other members of algo development team in Americas

Required Skills:

• Excellent programming skills
• Adaptive mindset being able to switch gears quickly
• Ability to self-organize work
• Strong analytical and problem-solving skills
• Strong communication skills – ability to work as part of a global team
• Aptitude to work on different subjects at the same time
• Ability to function in a high-pressure environment and to meet stringent deadlines for completing tasks

Technical Skills:

• Strong technical skills in C# - real-time, multithreaded, high availability
• Strong object-oriented programming skills and design patterns
• Experience with Development on Windows
• Experience with performance testing and profiling
• Understanding of distributed design concepts including computer architecture and network architecture
• Agile methodologies, continuous delivery

Desired/ Plus:

• Experience with Low Latency trading application
• Knowledge on Equities Trading
• Knowledge of GIT
• Unit testing tools

Prior Work experience

• 1 – 5 years of experience as front office algo developer, with strong knowledge of real time trading application and exchange connectivity

Education

• S degree in computer science, engineering, math, physics, or similar
• Master’s degree or equivalent work experience would be a plus

Business Insight

Department Summary:

The PPT desk (Principal Program Trading), within the MARK/EQD organization (Equities and Equity Derivatives) is looking to add an experienced algorithmic developer to the team. The Algo Developer will be responsible for developing complex algorithmic systems to manage a wide variety of electronic flows. The team builds systems which are required to execute in fragmented and fast-moving markets which are continuing to gain speed. The role involves sitting directly with a team of highly skilled quant traders which generate sophisticated model driven signals.