DESCRIPTION:

Duties: Design, develop, and maintain trading software to meet revenue and market share targets. Run and monitor the daily workflow of the US Treasuries Automated Trading System, which conducts market-making, risk management, internalization and hedging of trading flow. Develop and expand upon the pricing algorithm and trading stack. Drive business expansion efforts into new correlated asset classes such as bond ETFs. Identify and promptly resolve critical production issues impacting trading activity, such as mispriced instruments, delayed quotes causing slippage, and risk breaks across various instances of the algorithm. Write comprehensive unit and integration tests, and deploy the algorithm to a UAT environment to simulate edge-cases and monitor performance/latency in a high-stress setting. Document software and business architecture for reference. Perform statistical analysis on historical trade data to calibrate pricing in real-time. Work closely with the sales and technology teams, as well as clients to expand product coverage and support, gain and provide market color, and improve execution techniques.

QUALIFICATIONS:

Minimum education and experience required: Bachelor’s degree in Computer Science, Electrical Engineering, Financial Engineering, or related field of study plus two (2) years of experience in the job offered or as an E-Markets Associate, Electronic Trading Analyst, or related occupation. The employer will alternatively accept a Master’s degree in Computer Science, Electrical Engineering, Financial Engineering, or related field of study plus one (1) year of experience in the job offered or as an E-Markets Associate, Electronic Trading Analyst, or related occupation.

Skills Required: Requires experience in the following: C++; Java; Python; Linux OS; UNIX; TCP/IP suite of protocols; Latency Busters Messaging (LBM); end-to-end SDLC; unit testing; performance testing; version control using GIT; GDB or Valgrind; KDB and Q for analyzing data, back-testing and modeling pricing; Advanced Messaging Platform Solution (AMPS) for high-throughput messaging; FIX data protocol; ReactJS GUI development; developing latency sensitive pricing algorithms; developing automated risk-management methodologies; developing automated hedging methodologies; US treasury or fixed income market structure, including BrokerTec, Fenics, CME, and Dealerweb.

Job Location: 383 Madison Ave, New York, NY 10179.

Full-Time. Salary: $200,000 - $200,000 per year.