What are the responsibilities and job description for the Algo Developer (C#) position at MDMS Recruiting?
Location: New York, NY (4 days onsite)
Full Time
Main mission is to implement trading software solutions used by the Direct Market Services & Solutions trading desk in the Americas to trade stocks and futures through various algo trading strategies. The Algo Developer will have experience developing real-time systems capable of trading in fast markets with an emphasis of solid code that scales well. The environment is fast moving and it s critical that the candidate be able to quickly translate new ideas into solid implementations.
Primary tasks include but are not limited to:
- Develop, ensure baseline, and support low latency trading systems and related tools.
- Take full ownership of algorithmic systems from inception to delivery.
- Work directly with traders to understand their needs and to implement their trading strategies.
- Analyze performance of end-to-end systems
- Communicate and liaise with support, infrastructure, and market access development teams to improve the trading systems.
- Adapt existing tools, used in other regions, to the US electronic business
- Understand key industry trends in algo development and market microstructure.
- Collaborate with other members of algo development team globally
- Improve the research infrastructure
- Study new indicators and strategy (understand user needs, suggest solutions, etc)
- The candidate will need to work very closely with various teams:
- Liaise & interact with worldwide team members (developers working on the same platform in Paris/Asia)
- Front Office in U.S. will provide the functional guidelines
- In house IT market access teams (dev and support) in charge of the market connectivity
Technical skills:
- Minimum of 3 years of experience as front office algo developer, with strong knowledge of at least one of the following (the more the better)
- Order management system / execution
- Real time pricing
- Real time market data
- Strong technical skills in C# - real-time, parallelism / asynchronicity, high availability, efficient / performance sensitive code
- Auto Hedge, systematic trading, market making
- Exchange connectivity
- 2-3 years minimum financial market exposure.
- Fixed income a plus
- Strong object-oriented programming skills and design patterns
- Experience developing in Python a plus
- Experience with performance testing and profiling a plus
- Understanding of distributed design concepts including computer architecture and network architecture
- Experience with Agile development methodologies, and continuous delivery
- Memory/CPU profiling and multithreaded debugging experience.
- Experience on trading algorithm/strategies a plus
- Strong communication skills
Required Competencies:
- Excellent programming skills
- Adaptive mindset being able to switch gears quickly
- Ability to self-organize work
- Strong analytical and problem-solving skills
- Ability to function in a high-pressure environment and to meet stringent deadlines for completing tasks
Education:
B.S degree in computer science, engineering, math, physics, or similar
Masters degree or equivalent work experience would be a plus
Salary : $150,000 - $200,000