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