FX (Electronic Trading System) Developer
The candidate should have experience in electronic trading system design, development and support, including low-latency messaging, order state management, market data management, FIX message processing, and price distribution. Candidate should have working knowledge of ESP and RFS workflows. Candidate will be responsible for contributing to the platform roadmap that aligns with the FX electronic trading business objectives.
Basic responsibilities include the following:
-Consults at the highest technical level with IT management and staff enterprise-wide on design, planning, integration, implementation, scalability, problem definition.
-Build and enhance adapters to external trading systems.
-Perform thorough end-to-end testing of components to ensure they meet latency SLA s.
-Provide detailed design documents.
-Recommend opportunities for performance improvement.
Senior systems engineer and technical expert in the development of very highly sophisticated and complex trading and back office applications for a major functional and/or product area within the securities businesses. Analyze highly complex business requirements. Write functional documents and design technical specifications. Design and/or redesign existing complex computer platforms and applications. Provide coding direction and guidance on complex calculations and details of complex products with less experienced staff. Maintain full project life-cycle tasks, such as business and technical analysis, designing, coding, testing, and implementation plans. Maintain all system diagrams, system interface charts and any other compliance policy and procedure documents. Work closely with quality analysts on the preparation of test cases. Coordinate implementation activities across a broad range of functions and departments; work with client groups to identify, arrange, and/or deliver training needs. Lead large projects.
Basic Qualifications
7+ years experience in application development and implementation and 4+ years experience in the securities industry.
Minimum Qualifications
The job regularly has application development responsibilities that require: 1) working knowledge of mathematical modeling constructs substantially similar to one, or more, of the following (either as an individual contributor or in leading others): advanced mathematical concepts, such as financial engineering/advanced calculus/statistical modeling/concepts of probability; theoretical pricing characteristics, e.g., the Greeks; and/or expertise in developing technology in support of multiple, complex risk and/or pricing models which require ongoing evaluation based on market fluctuations, such as VaR, Counterparty Potential Future Exposure, stochastic modeling, derived market data and stress testing; 2) extensive experience in the capital markets business and processes, e.g., pricing of derivatives, trade lifecycle, electronic trading/algorithmic trading; and 3) working knowledge of SEC, FNRA and International Regulations in building technological solutions.
-10+ years programming experience in Java or .Net.
-Proven understanding of trading technologies and architecture.
-Thorough understanding of FIX protocol.
-Solid understanding of multi-threading concepts.
-Demonstrated understanding of price distribution mecahnisms, market access, low latency trading and pricing.
-Previous experience managing front office trading applications/suite of applications, including responsibility for development, maintenance, and ongoing support of the applications.
-Core Java skills and associated technologies.
-5 plus years of experience with messaging technologies (mq, pubusb).
-Experience with in-memory cache/database platforms.
Preferred Skills
-Excellent written and verbal communication skills. Needs to communicate with business partners, technology partners, QA, and other groups within the organization.
-Socket programming experience.
-Able to work independently and as a team player.
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