eTrading Developers

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 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 librariesJavaScript