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This position reports directly into a front-office trading team, reporting directly to the portfolio manager, who himself has a strong technology background. The focus of the position will be to develop and support solutions for a high frequency trading effort in equities. General responsibilities include, but are not limited to: - Research and development of HF trading models; C++, SQL on Linux.
- Development of trading and risk monitoring tools for team; C++ (server and GUI).
- Integration of real-time market data systems into trading models; C++ on Linux
- Integration of trading models into firm HF trading platform; C++ on Linux
- Development of HF backtesting platform; C++ on Linux
- Generate ad hoc quantitative analysis and reporting for management; SQL, Perl/Python, C++ on Linux
• Senior Quant Developer: -Design, develop, and support automated trading model for high frequency trading application. -Design and develop trading tools (both GUI and server side) for internal traders. -Understand the detail architecture and implementation of the company’s applications and systems and build and expand on top of this base. • Technical skills: -Must be solid and strong in C++. Minimum 5 years experience in C++/C on Linux/Unix. -Must have strong distributed programming experience and system programming experience. Working experience with middleware a plus. -Must have Graphical User Interface (GUI) experience. -Must have strong experience with building libraries and server side components. -Working experience of SQL/database design. -Working experience of one of the Linux/Unix scripts. Perl, bash, and etc. -Full project lifecycle experience and hands on design and development experience. Should be able to specify coding standards and lead design reviews. Familiar with source control tool and iterative development methodology. -A deep knowledge of technical architecture design and a good understanding of technology tools and components to reasonably argue for and against all components (middleware, database, reporting tools, etc.) in that architecture. • Business Knowledge: -Familiar with US and International Equity markets. -Able to translate business requirements into technical specifications. Other - Strong committment to being located in Singapore for at least 3 years. Education: Dual B.S./B.A. degrees in Computer Science, or a Masters degree in Computer Science (preferred).
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