Algo Developer (.NET / C#)

Main Mission

Implement trading software solutions used by the Direct Market Services & Solutions trading desk in the Americas to trade stocks and futures through various algo trading strategies. The candidate will have experience developing real-time systems capable of trading in fast markets with an emphasis on solid code that scales well. The environment is fast-moving, and it''s critical that the candidate be able to quickly translate new ideas into solid implementations.

Primary Tasks

• Develop, ensure baseline, and support low latency trading systems and related tools.
• Take full ownership of algorithmic systems from inception to delivery.
• Work directly with traders to understand their needs and implement their trading strategies.
• Analyze performance of end-to-end systems.
• Communicate and liaise with support, infrastructure, and market access development teams to improve the trading systems.
• Adapt existing tools, used in other regions, to the US electronic business.
• Understand key industry trends in algo development and market microstructure.
• Collaborate with other members of the algo development team globally.
• Improve the research infrastructure.
• Study new indicators and strategy (understand user needs, suggest solutions, etc).

Required Competencies

• Excellent programming skills.
• Adaptive mindset, being able to switch gears quickly.
• Ability to self-organize work.
• Strong analytical and problem-solving skills.
• Ability to function in a high-pressure environment and meet stringent deadlines for completing tasks.

Technical Skills

• Strong technical skills in C# - real-time, parallelism/asynchronicity, high availability, efficient/performance-sensitive code.
• Strong object-oriented programming skills and design patterns.
• Experience developing in Python is a plus.
• Experience with performance testing and profiling is a plus.
• Understanding of distributed design concepts including computer architecture and network architecture.
• Experience with Agile development methodologies and continuous delivery.
• Memory/CPU profiling and multithreaded debugging experience.
• Experience with trading algorithms/strategies is a plus.

Prior Work Experience

• Minimum of 3 years of experience as a front office algo developer, with strong knowledge of at least one of the following (the more the better):
  • Order management system/execution
  • Real-time pricing
  • Real-time market data
  • Auto Hedge, systematic trading, market making
  • Exchange connectivity
• 2-3 years minimum financial market exposure. Fixed income a plus.

Education

• B.S degree in computer science, engineering, math, physics, or similar.
• Master''s degree or equivalent work experience would be a plus.