• United Kingdom, Uk
  • Save Job
  • 2 - 8 Years
  • Posted : above 1 month

Job Description:

Quantitative Developer-18043385 Description Job Purpose Quantitative developer working within in the AT team, which is responsible for risk management of electronic spot FX within the FXLM division Job Background/context The role is focused on supporting the FX Autotrader business through the development of pricing, risk management and analytics algorithms in electronic spot foreign exchange The Quant team within FX Autotrader is a team of eight based in London and New York whose primary responsibility is the development of these algorithms, which are produced within a low latency, complex event processor environment implemented in Java We also have a Quant Dev team working in collaboration with Quant team in bringing complex quantitative algorithms into production and now looking to expand capacity and hire mid-level/senior technologist with a background in electronic FX trading to work as part of that team This will require the candidate to work with quants in a paired programming approach, and necessitates understanding of computationally intensive statistics The role requires a high level of expertise in developing efficient, low latency Java, and in particular in building out the functionality of our Fusion Complex Event Process Environment The FX Autotrader technology stack is undergoing a complete rewrite at present, and preference would be given to a candidate who has experience in the architecture of low latency, high throughput systems, and will be able to take a leading role in this rebuild Key Responsibilities Working collaboratively with quants on implementing pricing and risk management algorithms for our API and Velocity client base These algorithms are to be implemented in our greenfield complex event processor (CEP) framework Close interaction with quants to understand functional and non-functional requirements within the CEP environment Mentoring more junior members of the technology team, and improving Java knowledge base within the quant team Development Value There is significant opportunity here to become a key element in the further monetization of Citis Autotrader business The Autotrader business provides liquidity to clients through the award winning Velocity platform which now has market leading penetration In addition, Autotrader provides electronic liquidity to clients globally through direct API connectivity as well as through third party platforms and ECNs While the focus in previous years has been on broadening our client base, we are now focused on increased monetization of the flow and our quant team will play a key role in achieving this Qualifications Knowledge/Experience Required Deep understanding of data structures, algorithms, multithreading etc Exchange architecture knowledge across various protocols (FIX/FAST/ITCH/OUCH), connectivity implementation and optimisation for both order execution and market data Electronic FX/STIRT background Exposure to strategy development and backtest environments Preferred High frequency trading experience (market making and/or statistical arbitrage) Skills Required Low latency Java development Ability to deep profile code, identify weaknesses and significantly improve latency metrics Highly business focussed and commercial Quantitative modelling experience Proven ability to both architect and deliver complex technology projects Preferred CEP development Computationally efficient statistical methods Qualifications Candidates will have a Masters degree or equivalent as a minimum academic requirement A PhD or equivalent would be of benefit The subject of a degree should be in a hard science Competencies Teamwork Communication of scientific/computational principles to an unfamiliar audience Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience Valuing Diversity Demonstrates an appreciation of a diverse workforce Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success Citi is an Equal Opportunities Employer Primary LocationEMEA-GBR-ENG-London Job CategoryTrading ScheduleFull-time Education LevelBachelors Degree ShiftDay Job Employee StatusRegular TravelNo

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : 200000-400000 P/A
Deadline : 11th Nov 2019

Key Skills:

Company Profile:

Company:

Taking these free online tutorials can help you get your next job

People who search this job also searched for the following Keywords

All rights reserved © 2018 Wisdom IT Services India Pvt. Ltd DMCA.com Protection Status