eTrading / Algo trading - Algorithm Testing - C++, Python, KDB

  • Salaire :£600 - £700
  • Lieu de travail :Londres, Angleterre, Royaume-Uni
  • Type de contrat :Intérim, Plein-temps
  • Entreprise :Alexander Ash GmbH
  • Mise à jour le :11 juin 19

eTrading / Algo trading - Algorithm Testing - C++, Python, KDB

Our client a financial services organisation and one of the leading providers of Electronic Trading solutions that uses an erray of electronic trading strategies and techniques is looking for an Electronic Trading Test Engineer to assist the bank in complimenting existing standards of controls and governance for algorithmic trading. The selected candidate will design, write, automate and perform tests for trading algorithms and systems across Foreign Exchange, Interest Rates & Debts and Equities Electronic Trading globally. The candidate will assist the firm in building on existing standards of tests for operational and conduct risks.

Key responsibilities: 

Duties will include, but not be limited to:

  • Continued development, enhancement and support of testing standards for electronic trading systems and trading algorithm strategies
  • Design, implement and execute automated tests for algorithmic trading conduct risks assessments in close collaboration with development and quantitative teams
  • Produce automated test suites for operational and conduct risks applicable to trading algorithms
  • Enhance business logic and technical framework standards of trading algorithms and related systems
  • Architect well-designed, robust and reusable algorithmic components to facilitate agile prototyping, testing and back-testing of algorithmic trading strategies
  • Where necessary, initiate code and design reviews for trading algorithms

Skills and Qualifications:

Candidates will be considered who are able to demonstrate at least one of the following:

  • Aptitude to grasp detailed understanding of electronic trading risks and prepare testing plans and scripts standards to test for related outcomes and scenarios
  • Proven track record in production development in either Java or C++ in a mixed language environment. Familiarity with Python and KDB time series database
  • Educated to Bachelor’s degree level or equivalent qualification/relevant work experience (a degree in Computer Science, Mathematics, Statistics, Engineering or Physics would be beneficial)