Working for a Tier One Global Investment Bank to design, implement, test and deploy trading systems for the market making and execution only trading desks.

As part of the development team supporting the Global cash and derivatives rates and credit businesses, you will develop pricing, quoting and algorithmic trading systems that can enhance connectivity to new markets and improve quantitative low latency performance.

Key aspects of the role are:

• Manage relationships with senior Trading/Sales and software vendors
• Tune Linux, reconfigure network routing/firewall setup, adopt new market protocols, and quantitative analysis of latency data
• Configure new ION Trading components and middleware
• Develop Java, KDB/Q, and scripting languages (Shell, Perl, Python)

You must have:

• Experience of development and tuning of high performance real-time electronic trading applications, whether buy- or sell-side, or at an exchange
• Quantitative performance monitoring and testing, including population statistics
• Bonds and swaps pricing and risk management
• TCP/IP networking, including technical certifications such as CCNA, highly desirable
• ION Marketview API and platform configuration experience highly desirable.

Location: New York / New Jersey

A European Bank has an opportunity for a candidate with a big 4 background or in a similar controls role to lead permanent Operational risks within the Fixed Income department in the front office, sitting on the trading floor, with a focus on Credit products.

This is an excellent position for someone looking to secure their first move to industry or moving from an audit, risk, controls role into a front office environment.

– Banking experience and a basic understanding of front office product flows are essential.
– Good communication and relationship building skills are essential as the role requires daily liaison with senior front office staff.