Thursday, April 16, 2009

C++ Algo/Stat Arb Developer in New York, NY

Thursday, April 16, 2009
My client is a successful and growing hedge fund specializing in Volatility investing. They have offices in NYC, London and Singapore.


We are only interested in candidates who have experience programming automated equity derivative market making systems or high frequency stat arb systems!!!!!! IF YOU DON'T HAVE THIS EXPERIENCE, PLEASE DO NOT REPLY!!!!!!!!!!!!

Bachelor*s or PhD in Computer Science

Years of Relevant Experience: 0 to 10 years only!

Compensation: Base (range): Commensurate with Experience
Bonus (range): discretionary, 0 to 40%

Specific Knowledge:
C++, Data Structures, n-tier architecture, client server architecture.
Order Management System, Risk Management System, Orc, RTS, FlexTrade, First Derivatives.


Job Description:

* Trading System and market Data knowledge, as well as, front to back experience required.

* Professional experience in user interface design and implementation, and information architecture.

* Experience creating an API layer between a frontend GUI application and a server-side market data ticker plant and Order Management System.

* Experience developing multi-threaded real-time applications for the Windows platform.

* An understanding of the data structures and their appropriate application, threading, inter-process communications, current caching techniques, and networking is required.

* Knowledgeable about current technology standards and practices - e.g. Interface Design, Needs Analysis, Information Architecture, Usability

* Engineering, Software Engineering Lifecycle. (preferred) Experience with the design, documentation, and development of an object-oriented client-facing

* API that encapsulates server-side functionality and presents a straightforward interface to applications.

* Financial industry experience working with real-time Market Data (Equity and Equity Options preferred) and Order Management. FIX Protocol experience is desirable. Familiarity with performance measurement and unit testing.

* Experience implementing automated deployment and updates over-the-wire is highly desirable.

Duties:
Responsible for organization, design, and implementation of software solutions to ever-changing needs of the business. In addition, once the software solution is released, provide second-level support.
The actual nature of the software may vary, ranging from a bug-fix to entire server/client architecture. The purpose also may vary from backoffice reconciliation tools to volatility analysis and trading algorithms, with more complex and challenging tasks reserved for more experienced & proven developers

Goals:

:These are all subject to change according to the changing business needs.

Short term: Learn the software architecture used by the client.

Medium term: Design and implement servers and clients using in-house & vendor provided APIs to support OTC trading & scale listed-U.S. Equity option trading.

Long Term: Specialize into one or more of senior developer roles considering the developer*s capabilities and the business need at the time, e.g. trading algorithms, risk tools, trading models, etc.

No H1B Visa's please
Please reply with a Word version of your resume to be considered.


To Apply to this job go to http://www.GadBall.com or click here