Etrading Java Quant Developer


Job Description

ETrading Java Quant Developer : FICC, Threading, Low Latency, Orderbook Dynamics

My client is a large Financial Institution in London. They are looking for an ETrading Java Quant Developer for a 12 month contract paying £750 per day outside IR35.

Role overview:
Works closely in partnership with the commodity trading desk and the E-Trading Quant team to provide platforms and services for Instrument management, CME/ICE venue management, Market Data, Pricing, Hedging, Execution, Trade Capture and Data Analytics etc.
The successful candidate must have a can-do attitude and will work as a self-motivated hands-on core java quant developer in a typical highly distributed E-Trading system via third party connectivity provider’s API. The trading environment is typical CME/ICE oriented which is very sensitive to the latency so HPC(high performance computing) in a multi-threaded environment is critical to this role.
Product coverage starts from some common commodities instruments which are electronic traded in CME/ICE exchanges. The role involves close interaction with quant/trading/tech/third party vendors on a day-to-day basis so strong communication skills and a proven track record of deliveries and working in a fast paced front-office environment are also important.
Responsibilities include:
  • Working closely with the commodity trading desk, E-Trading Quants, Tech, Supports and Sales to understand new requirements and any business facing issues
  • Full lifecycle multi-tasks development - design and implement robust, sustainable, serviceable solutions - both small enhancements and longer term strategic projects
  • Agile/TDD mindset with can-do attitude and strong learning desires/capacities
  • Provision of the second line technical supports
Quality criteria:
The successful candidate will demonstrate the following qualities:
  • A strong technical focus and a quality approach to application development combined with a desire to understand accommodate and adapt to business priorities with the latest technologies
  • An outstanding work ethic with can-do attitude to deliver high quality applications on time and on budget in a fast paced working environment
  • A self-motivated self-starter who enjoys working in a very demanding front office environment and engaging with all stake holders to build/maintain a world class trading platform
  • Excellent communication skills, ability to build strong working relationships with front-office stakeholders and collaborate effectively across a globally distributed development team
Skills, experience, qualifications and knowledge required:
  • data structures, algorithms, design patterns, be minimalist when it comes to design
  • fluent in core Java, knowledgeable enough in JVM to be able to optimize in low latency space
  • threading & advanced synchronization primitives
  • distributed systems (leader election, quorum, clocks, locks) and their deployment
  • binary serialization protocols
  • messaging in high frequency low latency trading environment
  • exposure to tick data databases
  • orderbook dynamics
  • knowledge of e-Trading workflows (Contribution, Trading, Pricing, Hedging, Execution, STP, Market data)
Skills, experience, qualifications and knowledge preferred:
  • Knowledge of Fixed income instruments listed in CME/ICE
  • E-Trading pricing/hedging/execution
  • Python/KDB/Data analytic framework
  • Graph theory



Consultant Details

Kevin Ford

Kevin Ford

+44 207 199 8380

Job Summary

Ref ID: KF3872
£750 - £750

Apply now