The senior engineer will take part in:
• Building state of art critical server-side eTrading modules such as Offering/Quoting pricing streams, RFQ (Request for Quote), Auto Responder for RFQs in asset class agnostic fashion.
• Ensuring high leverage of source code reuse exists across the various trading asset classes.
• Architecting and building systems with low latency, high throughput, scalability and fault tolerance in mind.
• Integrating trading transactional data into time series data warehouse.
• Designing and developing extreme automated stress testing harnesses.
• Developing Start of Day resiliency program for all the asset classes.
• Developing End of Day reports for system performance and compliance/regulatory mandates.
• Working closely with Traders, Data Scientists, Quants and eTrading Governance committee members to
define roadmap and project estimates.
• Being the primary face off for Level 2 production support for all D2C flows for all trading asset classes.
Qualified individuals must have:
• Ability to propose and initiate R&D efforts, and conduct proof of concepts on new technologies. • Ability to ensure adherence to SDLC and Agile delivery methodology.
Required Qualifications
• 7+ years of application development and implementation experience • 4+ years of securities industry experience
• 10+ years of Java experience
• 7+ years of fixed Income experience
• 7+ years of trading systems development or implementation experience
• 10+ years of Multi-Threading Experience
• 5+ years of High Frequency systems development or implementation experience • 5+ years of Low Latency systems development or implementation experience
• 7 + years of experience supporting electronic trading (etrading) platforms
• 5+ years of algorithmic development experience
Desired Qualifications
• Advanced experience in capital markets business and processes • Basic knowledge and understanding of mathematical modeling
• Basic knowledge and understanding of SEC, FNRA, and international regulations for building technological solutions
• BS/BA in computer science, applied statistics, quantitative economics, operations research or a related field
• Excellent verbal, written, and interpersonal communication skills
• 5+ years of C++ experience
Other Desired Qualifications
• Previous experience building state of art critical server-side eTrading modules such as Offering/Quoting pricing streams, RFQ (Request for Quote), Auto Responder for RFQs in asset class agnostic fashion
• Good domain expertise in one or more of the following asset classes: US Treasury, Interest Rate Swaps, Agency, Municipals, CDS, MBS, Corporate Bonds, Structured Notes, Asset Backed Finance and Foreign Exchange