Sr. Java Algorithmic Trading Developer

Job Description

Java Algorithmic Trading Developer – Quant Strategies and Platform

Global Financial Company

NYC, Downtown

$225-260K base + 20-25% bonus

Hybrid, onsite 3 days

Citizen or GC Holder

Job Summary:

Global sell-side financial company is seeking a senior developer to join team responsible for building the firm’s flagship, next gen, algo trading platform for Equities. You’ll report to the Head of Algo Development. Seeking someone with experience creating and implementing highly customizable low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components. Will work closely with Quants, Product and Sales on client requests and algo customizations.

Must have:

8+ years Java Algo Trading System Development.

Expertise building core platform components, EG: low latency, order management (OMS) and order handling, rules engines.

Experience creating and implementing highly customizable low latency trading strategies.

Experience working closely with Quants implementing trading algorithms, quantitative models, and analytical signals.

Job Description:

Seeking an exceptional and experienced Quantitative Trading Strategy developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization.

Quantitative Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis. The equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients.

Responsibilities:

Design, build and maintain Next Generation Global Algorithmic Trading platform including highly customizable low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components.

Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals.

Work with Product and Sales teams on client requests and algo customizations.

Qualifications/Skills:

BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.

At least 3-5+ years’ experience developing low latency trading strategies in Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart routing etc.)

Proven track record in designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.

Has intimate 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 other global markets.

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.

Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.

Proven ability to work effectively across quant, product, sales, and operations teams.

Full-time

Hybrid remote