IT Strategist for Equity High Frequency Trading Desk recruitment

Premier Investment firm is seeking an IT Strategist to support all of the technical needs of an Equity High Frequency Trading group. This will include Front Office modules to interfaces to other external systems including middle and back office.

Strategists develop and implement efficient automated tools to translate Quant Traders strategies into orders. They also design specific features to help traders monitor and analyze the behavior of strategies in production, and ensure adequate monitoring of risks and positions.

Day to day responsibilities include but are not limited to:

* Implement technical solutions that fit the current IT architecture
* Develop, maintain and support a suite of front office tools:

    1. Trading automaton
    2. Real-time market feeds 
    3. Order execution
    4. Business or compliance reporting
    5. Interfaces to the bank's booking, risk, compliance and PL systems
    6. Monitoring of the desk's operations

* Develop and maintain the code of automations
* Make sure adequate risk filters are set in each automaton to prevent abnormal behavior.
* Organize and monitor the orderly production of automatons during trading hours.
* Develop and maintain the simulation tools and back testing environment used to test and validate quantitative strategies.
* Monitor, investigate, and improve performances of trading engines.
* Research optimal design for each set of strategies.
* Coordinate and test infrastructure changes, as implemented by the Group IT and Production teams.
* Make sure all developments satisfy local regulations.

Strategists can be authorized by Quant Traders to test or run strategies in production, on markets where they are registered negotiators

Requirements include:

* BS or MS in Computer Science, Mathematics, Physics or any hard science
* Ability to quickly resolve issues under pressure
* Strong technical problem solving (troubleshooting) skills
* Excellent oral communication skills
* C/C++ (min. 5 years experience)
* Real-time and multi-threaded programming (min. 5 years experience)
* Network programming: socket, TCP/IP, SNMP (min. 5 years experience)
* SQL, Oracle PL/SQL (min. 5 years experience)
* Linux (min. 5 years experience)
* ACE, BOOST, STL, Qt
* Scripting (Python, csh, bash)
* Knowledge of multi-core architectures is a plus
* Object oriented analysis and design