Java Developer – Algorithmic Trading

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Java Developer – Algorithmic Trading

North Brunswick, New Jersey

July 14th 2019

POSITION DETAILS

Full Time

This individual will be a senior systems engineer and technical expert in the development of very highly sophisticated and complex trading applications for a major functional and/or product area within the securities businesses.

  • They will analyze highly complex business requirements.

  • Write functional documents and design technical specifications.

  • Design and/or redesign existing complex computer platforms and applications.

  • Provide coding direction and guidance on complex calculations and details of complex products with less experienced staff.

  • Maintain full project life-cycle tasks, such as business and technical analysis, designing, coding, testing, and implementation plans. Maintain all system diagrams, system interface charts and any other compliance policy and procedure documents.

  • Work closely with quality assurance on the preparation of test cases. Coordinate implementation activities across a broad range of functions and departments; work with client groups to identify, arrange, and/or deliver training needs.

  • Lead large projects.


REQUIREMENTS

Qualifications/Requirements:

  • 5+ years of Equities/FX/fixed Income experience

  • 10+ years of Java experience

  • 5+ years of algorithmic development experience

  • 3+ years of Low Latency systems development or implementation experience

  • 5+ years of Multi-Threading Experience

  • 4+ years of securities industry experience

  • 7+ years of application development and implementation experience

  • Knowledge and understanding of rates

  • 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

  • Strong knowledge of JDK 1.8+ programming paradigms

  • Strong knowledge of multi-core / multi-threading concepts and paradigms

  • Strong knowledge of UNIX/LINUX

  • Strong knowledge of core computer science design concepts, algorithms, and data structures ;

  • Experience working on low latency high-throughput transactional systems

  • Background in e-trading (SOR/Algo/EMS/MarketData) and (electronic market making in fixed income products)

  • Front-office multi-asset trading knowledge

  • Low-latency JAVA experience (GC elimination, etc)


PREFERRED QUALITIES

Other Desired Qualifications:

  • Knowledge of rates market structure and fixed income algorithmic trading

  • Understand principles of Matching Engines

  • Knowledge and understanding of financial products: exposure to interest rate swaps, deposits, loans, fix spots and fix forwards

  • Knowledge of US Rates trading products:

    • UST On-the-Runs

    • CME Treasury Futures

    • CME Eurodollar Futures

    • USD Interest Rate Swaps

  • Understanding of Central Limit Order Book (CLOB) matching rules with specific focus on:

    • BrokerTec

    • eSpeed

    • CME

  • Working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others):

    • Advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing;

    • Extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading;

    • Working knowledge of FINRA, CFTC and International Regulations in building technological solutions.

    • Working knowledge of data analytics tools (i.e., KDB+ or Big Data) required to build and regression test models using python


 
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Job ID: A2424