Snr Equities Execution Algorithmic Developer
£££ Highly Competitive Salary Package
Global Investment Bank
VWAP, Participation, Liquidity Seeking, Dark Trading, etc.
This leading Investment Bank seeks so hire an Algo Execution Developer to enhance its Equities trading platform in London.
You will build equity algorithmic execution strategies and the framework that supports algo execution trading in the EU markets. But not just writing code: depending on your skills, you may be involved in client visits, calibrating existing execution models, and exploring new ideas to improve execution algo performance. Excellent opportunity to use your coding, analytics and maths skills to create a unique product in Europe.
- Develop functional and technical understanding of the existing Execution Algos
- Develop Execution Algos such as: VWAP, Participation, Liquidity Seeking, Dark Trading, etc.
- Work with business to document and capture ideas, transform these ideas into a specs for Execution Algos.
- Conduct Agile development: TDD / Unit tests, Code Reviews
- Provide support for production systems L1 (initially) then L2 (once product matures)
ESSENTIAL SKILLS & EXPERIENCE:
- Good understanding of the European Equities markets and Market Microstructure
- Good knowledge of Execution Algos such as: VWAP, Participation, Liquidity Seeking, Dark Trading, etc.
- Previous experience in Algo Execution development and the tech stack involved and algo execution strategies is essential
- 4+ years hands on development experience, ideally in C#, but also Java or C++ will be considered
- KDB experience / Big data / Machine learning is desirable
- Agile methodology experience
- Degree educated in a Computer Science, Maths or Engineering field