The successful candidate will lead a team that designs and develops execution service technology and algorithmic back-testing platform. Candidate must be hands-on and should have a solid understanding of market microstructure and production environments. Have excellent communication skills and be a team player. Having experience writing actual frameworks and building algorithmic trading platform in his previous engagements are highly desirable.
Principal Responsibilities
- Hands-on, build server side algo services and components.
- Have fair understanding of algo back-testing facilities.
- Possess excellent knowledge of testing framework: JUnit, Mockito, Cucumber.
- Strong problem solving skills.
- Well rounded, specifically in the areas of market data, static reference data, networking and big data problems.
- Produce formal documentation.
- Demonstrated experience of leading a team of high-performance software engineers.
- Support periodic production rollouts at late hours and early mornings as required by the business.
Qualifications/Skills
- General market knowledge of equities, options, SOR, VWAP is desired.
- Expert level Java developer, server-side, 7 to 10 years. Deep understanding of concurrent, multi-threaded application environments.
- Must have backtesting experience.
- 5+ years of working with financial order/execution data, positions data and market data.
- Knowledge of Unix/Linux is required.
- Knowledge of Agile/Scrum development methodologies is required.
- Experience with Tibco Rendezvous is required.
- Knowledge Stream Base is a big plus.
- Knowledge of Kdb+/Q is a big plus.
- B.S. in Computer Science, Mathematics or Physics.
- Demonstrates thoroughness and strong ownership of work.
- Good team player with a strong willingness to participate and help others.
- Strong communication skills.
- Documentation writing is a must.
- Quick learner.
- Cope with pressure, ambitious team members and changing project priorities.