Position: Algo-trading Application Developer
Subdivision: Electronic Markets
Position goal:
To develop, implement and provide assistance and support for Sberbank Markets electronic trading platform, including both infrastructure and algorithms
Responsibilities:
· Participation in building the core algorithmic trading infrastructure
· Establishing a detailed program specification through discussion with internal clients and translating this logic into a programming language while closely interacting with other units (mainly FX)
· Understanding models developed by the Quantitative Analytics groups and converting them into functional algorithms for use within the bank Markets Platform; ensure that the resulting system is optimized for performance
· Devising possible solutions to anticipated problems as well as reacting to problems and correcting the program as necessary; evaluating and increasing the program's effectiveness
· Writing detailed documentation for the operation of the program by users and computer operators
· Learning and implementing new methods and technologies (relevant to the project)
Professional experience: 4 years plus
Specialized knowledge:
· Real-time server application development exposure
· Messaging technologies, data integration techniques (required)
· Multi-threaded development and design (desired)
· High throughput, low latency development and design (desired)
· FIX protocol experience (advantageous)
· Fluency in English (required)
· Event Oriented Design (highly advantageous)
· Knowledge of CEP (advantageous)
· Knowledge of Apama (extremely advantageous)
· FIX protocol implementation (highly advantageous)
Education: Higher technical or mathematical education
Qualifications:
· Comfortable to gather specifications from and interact with the trading desk and quants (required)
· Able to work semi-autonomously (required)
· Experience working on or with a trading desk (advantageous)
· Able to work in a fast-paced environment (required)
· Interested in learning other programming languages and techniques (required)
· Able to work within a small, results-focused team (required)
Kind regards,
Sasha Fedosova
C-Executives
3B, Lyusinovsky 1st lane.
Tel: +7 (495) 229 27 29
Mobile: +7 964 761 5515
e-mail:
afedosova@c-ex.ruContact us:
www.c-ex.ru