Global financial services trade execution leader has an immediate need for an Algo Trading Engineer to join their world class team in a full-time role based in their NY headquarters.This individual will join an Algo Execution Quant Strategies team delivering low-latency trading algorithms and related technology to global institutional investors. The person in this key role will design, build, and support a global algo trading platform including quantitative execution strategies, order management, order handling, rules engines and advanced analytics. They will build and implement trading algorithms, quant models and analytical signals that drive execution and optimize trading performance globally. Reporting to the Head of Algo Development, this individual will partner with the Quant team to build the next generation of an award-winning trading platform that regularly sets performance standards.
Skills and Experience:
- Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
- Solid experience developing low latency trading strategies for Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart order routing, etc.)
- Prior experience in efficient implementation of quantitative models, performing statistical data analysis, building/using data visualization tools and conducting simulation and back-testing of strategies.
- Proven track record in designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.
- Extensive knowledge of lit and dark market micro-structure, order types, liquidity, market data, and regulatory matters (Reg NMS, ISO orders, MiFID II, dark pools, liquidity seeking, venue heat maps, etc.) in the US and/or global markets.
- Proven ability to work effectively across quant, product, sales, and operations teams.
- Demonstrated development skills in a collaborative, team-oriented style.
- BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
Desired
- Experience in Agile Methodologies.
- Experience with low latency messaging products, such as Solace and 29West.
- Knowledge of event-driven (pub/sub) programming models