Snr FX Algorithmic Trading Developer
Leading Global Investment Bank, London
KEY RESPONSIBILITIES:
- Analyse historical market data with a view to implementing required strategies
- Monitor and tune strategies in realtime in a production trading environment
- Articulate desired strategies with thorough back testing support
- Take client segmentation and client flow into account when creating strategies
- Move strategies into production and continuously improve them
- Deliver strategies on-time and to specification
- Drive the change programme required to execute business strategies
- Define measurements and establish reporting tools for quantifying electronic trading performance
- Work closely with the group business heads; global heads of FX trading, managers and business Analysts in other functions
KEY SKILLS EXPERIENCE:
- 6yrs+ developing and testing algorithmic trading strategies
- Proven track record delivering positive return FX Execution algorithms (from concept to production)
- Backtesting large sets of market data to create new algo strategies
- Interacting with historic time series data (current backtest environment is onetick)
- Strong background in RAD technical development (Tradertools, Apama, Matlab, etc)
- Highly skilled with Scripting languages rather than C++/C#/Java
- Solid statistical / mathematical education background
- Excellent knowledge of liquidity venues and channels
- Strong knowledge in operational control and risk assessment
- Able to drive initiatives across a range of team environments
- Excellent analytical communication skills
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