Java / KDB Developer – Intraday Statistical Arbitrage Group – New York recruitment
The role sits on the statistical arbitrage desk and will report to the business. The head of the stat-arb team is running a team of 12 in total. (8x quant traders and 4x Java / KDB programmers). This group trades US / EU / Asian Equities and Futures and employs strategies with 1-3 day holding period. The strategist will take ownership for improving the existing platform, developing new exchange connectivity, improving efficiency of the OMS, Smart Order Routing Algorithms and working with the KDB tick database, porting data while also supporting the quant traders and research team by building new tools and implementing strategies from their prototype (Matlab) format to Java.
It is a busy / high volume trading desk and the group is extremely profitable so there is a strong chance to make an excellent bonus.
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Experiance Required:
Server Side Java
Q / KDB
Smart Order Routing
Tick data experience
4-6 years experience
Prior experience working on a High Frequency Trading Desk or Algorithmic Trading Desk
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Salary: $150000-$200000
Firm: hedge Fund
Location: NYC
Exclusive role with NJF Search.
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For more information please contact James kennedy
J.kennedy@njfsearch.com