eTrading Developers

Business Context:

• 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