C# Front Office Market Making Developer
A leading global investment bank is looking for a talented C# Engineer to implement trading software solutions used by the Quantitative Market Making desk to trade stocks and futures, more specifically low latency market making strategies. The candidate will sit on the trading floor with Traders and will work closely with them on a daily basis.
• Design software solutions which will match traders needs, taking into account cost and delays constraints, agreed with both IT management and head of desk.
• Build close understanding of the strategies
• Be proactive by proposing enhancements from which the business/IT can benefit
• Implement, test and deploy the software solution within agreed constraints and existing code
• Maintain & enhance the existing Market Market Trading platforms and various tools used for daily tasks
• Improve the backtest framework
• Study new indicators and strategy & IT requests (understand user needs, suggest solutions , etc)
• Launch backtest and analyze results with trader
• Improve the quality of backtest engine to better reflect production behavior
Handle level 1&2 support on implemented solutions:
• Provide a good reactivity in case of incidents
• Implement the tools necessary for production follow-up, in order to anticipate and detect potential technical issues
The candidate will need to work very closely with various teams:
• Liaise & interact with worldwide team members
• Front Office in Asia who will provide the functional guidelines
• In house IT market access teams (dev and support) in charge of the QMM market connectivity
• Infrastructure support team (Windows/ Market Data/Network)
• 6+ years of experience as a developer, familiar with object oriented designs and common patterns.
• Memory/cpu profiling and multithreaded debugging experience
• Experience on trading algorithm/strategies preferred
• Strong knowledge in C#/.Net or C++ but willingness to work with both.
• Good knowledge of Windows environment as a production platform, Linux is a plus.