C# / C++ Front Office Quant Developer - Warrants, Market Making

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • CDI, Plein-temps
  • Societe Generale
  • 19 sept. 18 2018-09-19

C# / C++ Front Office Quant Developer - Warrants, Market Making


Environment

Societe Generale is one of the leading financial services groups in Europe. Based on a diversified and integrated banking model, the Group combines financial solidity and a strategy of sustainable growth.

Main job is to implement trading software solutions used by the Quantitative Market Making desk to trade stocks and futures, more specifically low latency market making strategies

Mission

Main responsibilities

As Automated Market Making strategies developer

  • Candidate will sit on the trading floor with the 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 use for daily tasks
  • Improve the back test 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


Profile

Degree of autonomy:

High level of autonomy is expected.

Internal and/or external contacts:

  • The candidate will need to work very closely with various internal teams :
  • Liaise & interact with worldwide team members (developers working on the same platform in Paris/NYC)
  • Front Office in Asia who will provide the functional guide lines
  • In house IT market access teams (dev and support) in charge of the QMM market connectivity
  • Infrastructure support team (Windows/ Market Data/Network)
Technical skills:
  • 6+ years of experience as a developer, familiar with object oriented designs and common patterns
  • 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.
  • Good knowledge of tcp/ip networking and electronic exchanges APIs or specificities is a plus
  • Memory/cpu profiling/optimization and multithreaded debugging experience
Functional knowledge:

A good experience is necessary on those aspects
  • Stock/Future/Warrant products (2-3 years minimum), market making ideally
  • low latency development of automatic trading application
  • backtesting trading strategy principles
  • some knowledge of electronic Asian exchange specificities platform connectivity (not necessarily as developer of OSM)
Spoken languages:
  • Fluent spoken English is mandatory
  • Spoken Chinese (Cantonese/Mandarin) or French is a plus