Snr Quant Developer, Execution Algos (VP), London

London
Ref: ALGO-2103
Up to £225k Total
Global Investment Bank
Execution Strategies, Java, Electronic Trading, eFX, VWAP, TWAP

An excellent opportunity for an experienced Algo Execution Quant Dev to join this leading European Bank as it looks to expand its FX Electronic Trading business to its clients who include: Corporates, Real Money Managers, & Hedge Funds. 

Working closely with the eFX Algo Quant team, you will be build & maintain primarily Java services which include market connectivity, pricing, risk management and order execution.

KEY RESPONSIBILITIES:

  • Working close with the Quant team building Execution, Risk Management and Pricing Algos.
  • Java coding to a high standard taking into account low latency techniques.
  • Component testing using Junit. 
  • Integration testing support with the Automated Test team.
  • 3rd line Production Support

ESSENTIAL SKILLS & EXPERIENCE:

  • 4-8 yrs' experience as an Algo Execution Quant Dev with good knowledge of Execution Strategies.
  • Strong Java Server side development – Low latency development
  • Full lifecycle development of front office trading platforms with ideal candidate focusing on significant development of high-frequency trading or pricing systems.
  • eFX Algo Execution experience preferred but will also consider a cash Equities & Futures background
  • Computer Science degree
  • Strong Java (Plus Java practitioner quals), Linux
  • Kdb+/q will be a plus, not essential