Company
Tuttle AgencyLocation
USA-NY-New York CityRemuneration
150,000 + bonusPosition Type
PermanentEmployment type
Full timeUpdated
29-Oct-2013eFC Ref no
1232841
This hedgefund is a global investment
management firm with more than 1,300 employees, approximately $18.17
billion in assets under management, and offices in the United States
We are looking for a server-side
developer to build internal trading algorithms focused on futures and
fixed income productions. This person will have a full understanding of
algo platforms, threading, routing strategies and have experience in
the Fixed Income space. The work is part of an effort to move to
internal rather than 3rd party systems, leveraging an existing internal
trading infrastructure written primarily in server-side Java.
4-10 years of experience in the space is required. Experience with trading outright and spread futures, cash products and basis trading is required, as well as associated risk and compliance systems. General knowledge of equities, options, FX, SOR, VWAP and other algos is desired. Knowledge of Unix/Linux is required. Experience with Tibco Rendezvous and StreamBase is a big plus.
The successful candidate will join a team that designs and develops execution services technology and will work hands-on with the business, QA, and production support teams.
4-10 years of experience in the space is required. Experience with trading outright and spread futures, cash products and basis trading is required, as well as associated risk and compliance systems. General knowledge of equities, options, FX, SOR, VWAP and other algos is desired. Knowledge of Unix/Linux is required. Experience with Tibco Rendezvous and StreamBase is a big plus.
The successful candidate will join a team that designs and develops execution services technology and will work hands-on with the business, QA, and production support teams.
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