Description

  • Must Haves:
    • Corporate Bond [HY or IG] Electronic Trading market structure
    • Deep understanding on Financial calculations, such as conversion of Yield to Price and basic understanding of Spread
    • Deep understanding of BWIC/OWIC negotiating protocol, including nuances with LP/ECN/ATS
    • Deep understanding of Offer Management including concepts of Tiering levels
    • Deep understanding of Market Data including Aggregated, Consolidated and Montage books
    • Understanding of Post Trade Feed flows including calculations for settlement
  • Nice to Have
    • Understanding of Risk including DV01, CR01 and generally what these numbers indicate
    • Understanding of strategies used to position particular inventory sectors
    • Understanding of micro-market structures and typical areas exploited by Algorithmic partners
    • Understanding of any Regulatory organizations

Technology Skills:

  • Must Haves:
    • Deep Java expertise [writing, tuning, configuration driven]
    • Deep Experience with Distributed Memory Fabric
    • Deep experience with Messaging [JMS or native]
    • Experience with raw TCP/IP and UDP/Multicast [prefer to see how implemented reliable Multi-cast]
    • Understanding of Spring, Gradle and Docker
    • Experience with Relational Databases [Postgres or Oracle preferred]
    • Highly skilled in Linux scripting, troubleshooting and host tuning
  • Nice to Have
    • Java Low Latency  - including low latency techniques such as memory maps, ring buffers, thread pining and cache line consistency
    • Experience with C/C++, Rust or Python
    • Familiarity with Java Unsafe memory access model
    • Experience with Kubernetes configuration and Jenkins scripting
    • Big Data experience – prefer Hadoop with PIG or Hive
    • No SQL Experience, even Mongo DB is ok here
    • AWS a plus
    • Tick Database and Market data streaming understanding
    • Complex Event Processor experience
    • Experience with Chromium Engines, HTML5 and Angular or React JavaScript libraries


 

Education

Any Gradute