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Java Quant Developer

MW Recruitment
Closing date
28 Jun 2022

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Technology & New Media
Contract Type
Full Time
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My client is a large Financial Institution in London. They are looking for a Quant Developer for a 12 month contract paying £750 per day outside IR35.

Efx Quant Developer : Java, JavaFx, Messaging Protocol, Threading, Low Latency, eFX Pricing, Orderbook Dynamics

Role overview:
Works closely in partnership with the eFX trading/quant/tech/support teams to provide the services for the trading platform, the trading strategies and the analytics framework for market data, pricing, hedging, instrument management, client execution, TCA, 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 very sensitive to the latency so HPC(high performance computing) in a multi-threaded environment is critical to this role.
Product coverage includes Spot, Forwards, Swaps, Options and NDFs. The role involves close interaction with quant/trading/tech 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 eTrading desk, eTrading 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

* Provision of third line support

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

* exposure to tick data databases

* orderbook dynamics

* knowledge of e-Trading workflows (Contribution, Trading, Pricing, Hedging, Client Execution Algo, STP, Market data)

Skills, experience, qualifications and knowledge preferred:

* Knowledge of FX Products (Spot, Forwards, Swaps, Options and NDF's)

* eFX pricing/hedging/execution

* JavaFX UI development

* LMAX customized disruptor

* Graph theory

* Python/Analytics framework
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