Automated trading developer needed recruitment
Our hedge fund, based in Paris, which started live trading in april 2011, is focused on quantitative automated strategies, from decision to execution. After running for a year, we are entering a consolidation phase, which primarily targets the strategy research tools, front-office monitoring applications, or automated trading modules enhancements.
Our company is looking for an innovative and passionate developer to join the existing development team to support the technology and data related to our proprietary portfolio management, trading and production systems. The successful candidate has a background in finance and possesses strong programming skills and an aptitude for mathematics. While supporting the research and development of quantitative trading strategies, she/he places an emphasis on elegance and carefully considered design through the use of cutting-edge technology.
Responsibilities include the design and implementation of research systems, application of research systems to modeling problems, and development of the mission-critical production trading system (market data feeds, decision making, order execution). The candidate will also become intimately familiar with quantitative asset management and the investment philosophy which drives our fund.
REQUIREMENTS
- M.S. degree in computer science or electrical engineering
- 2-4 years of work experience in finance (CIB, AM, HF)
- Strong problem solving and quantitative skills
- Demonstrated proficiency in Java Core (concurrency, network)
- Good C++ programming skills
- Advanced Linux knowledge
- Advanced knowledge of message based distributed systems
- High degree of intellectual curiosity and a passion for technology (hardware, os, network, software)
- Strong communication skills
- Well-organized, detail-oriented and able to focus in a dynamic environment
- Hard-working, diligent and eager to learn in a highly intellectual, collaborative environment
- Fluent english.
APPRECIATED SKILLS
- Python programming
- JNI binding skills
- FIX knowledge
- Market data feed knowledge
- GUI (either thin web client or rich client) programming
- Working knowledge of French
- FPGA programming
- Network protocols (TCP, UDP Multicast) knowledge
- Linux kernel knowledge
- Parallel programming
- Financial instruments (Equity, Futures, FX) modeling and valuation
- Exchange matching rules
- R programming (low level internals namely)
Exceptional candidates without prior financial experience, might also be considered if they have prior experience in mission-critical real-time system implementation such as routing software (CISCO, Juniper), embedded systems, or in a nutshell if their technical expertise compensate for their lack of financial knowledge.
You would be working within a casual, relaxed, collaborative team with a flat management structure.
Please apply at hr@exqim.com