Quantitative Java Developer

Job Description:

• Client is seeking an experienced algorithmic trading Java developer to support the Delta One Central Risk Book business.
• The candidate should possess good analytical skills & computer programming experience and a logical approach to problem-solving.
• The role involves building, deploying & supporting algorithmic trading strategies, analytical tools, and scalable trading engine infrastructure, working as part of a fast-moving IT/quant/trading team.
• The candidate should be a problem solver, and be able to bring with them positivity and enthusiasm in trying to think about and offer potential solutions for architectural considerations with a can-do attitude.

Responsibilities:

• You will be using core Java development to build and enhance trading strategies and engines
• The role involves working directly with the global trading, quant and IT teams to advance the platform and the businesses it serves
• The project portfolio is typically varied, spanning new and existing algorithm development, improving the technical and execution performance of trading systems, the generation and analysis of trading signals & data
• You will be part of a team that is involved in the full system development lifecycle from discussing and agreeing on requirements to designing, developing, and deploying the changes
• The systems you will work on are high-volume, low-latency, resilient, scalable and message-driven

Skills Required:

• Core Java and Java Stream knowledge
• Ability to analyze business & technical requirements and translate them into a well designed & programmed solution
• A logical approach to problem-solving and good analytical skills
• Strong communication skills and ability to work in a global team
• Experience with Git and JUnit
• An interest in learning the business supported by the applications
• Good Linux fundamentals

QUALIFICATIONS:
Skills Desired:

• Experience with reactive programming or functional programming
• Interest in developing systems for automated market making, DMA, or algo trading group in liquid markets (equities, FX, liquid rates, etc.) using FIX protocol
• Experience with low-latency messaging middleware pub/sub technologies
• Experience in time-series data analysis in technologies such as KDB/q.