Quantitative Developer - eFX (Java)
About the Team:
- A highly technical and innovative quantitative development group focused on driving automation in FX trading.
- Part of a wider electronic trading technology function that also supports areas such as rates, credit, FX derivatives, equity derivatives, and cash equities.
- Committed to enhancing automation and performance to strengthen electronic trading capabilities and revenue generation.
- Works in an agile environment with frequent production releases, often multiple times per day.
- Known for its collaborative and diverse culture, with a clear mission to deliver impactful and meaningful change.
Required Expertise:
- In-depth business knowledge of electronic trading systems, with a strong focus on eFX.
- Demonstrated experience in designing and implementing low-latency, high-throughput, event-driven platforms for algorithmic trading.
- Ability to collaborate closely with quantitative analysts to develop and integrate algorithmic trading models and associated controls.
- Skilled in producing comprehensive model documentation and working with governance and risk oversight teams.
- Advanced proficiency in Java, including techniques for low-latency development such as lock-free data structures and minimising garbage collection.
- Familiarity with messaging libraries and protocols such as Aeron, Kafka, EMS, SBE, FIX, ITCH, and OUCH.