Quantitative Engineer – FICC Systematic Market Making

Top Investment Bank #005

You will be working on a team focused on undertaking a major overhaul of our electronic execution stack in FICC. You will work with other engineers and traders to extend the functionality of this new system, both to implement new strategies and improve existing ones. You’ll do this with a keen eye on performance, guided by a robust measurement framework and lots of experimentation. You’ll be doing all this in the context of several asset classes (bonds, currencies, and commodities) and will have an opportunity to develop a deep understanding of how we interact with some of the most dynamic and liquid markets in the world.

Principal Responsibilities

– Analyze trading system performance and identify areas for improvement.
– Generate ideas for system enhancements that drive commercial performance.
– Implement, test and deploy these ideas.
– Improve the safety and reliability of trading systems.
– Work constructively in collaboration with other team members.
– Manage work to balance the short-term needs of the business with strategic enhancements.


– Strong academic background in Computer Science or an analytical field such as Mathematics, Physics, Engineering, etc.
– Strong software engineering background.
– Proven ability to analyze data and draw useful commercial conclusions.
– Comfortable communicating technical topics to non-specialist audiences.
– History of productive interaction with other groups, especially sales, trading and other technology teams.
– Experience building Java-based systems with strict requirements for low-latency (microseconds count) and deterministic performance.
– Performance tuning/optimization of distributed systems.
– Know your way around a Linux terminal.

Preferred Experience

– Securities/trading experience is a plus but not required.
– Multi-threaded/concurrent programming, lock-free algorithms.
– Just-in-time compilation/code path optimization.
– Memory management strategies in Java.
– JVM tuning for low-latency.
– Advanced knowledge of Linux kernel/OS internal.
– Low-latency messaging, network protocols, network I/O in Java, JNI.
– Hardware stack and hardware architecture from a latency perspective.

To apply for this job email your details to Graham.Gates@TechExecOnline.com

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