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Java eFX Quant

  • Location: United Kingdom
  • Salary: Negotiable
  • Job Type:Contract

Posted 2 months ago

  • Sector: Software Development
  • Contact Email:
  • Start Date: 28 September 2022
  • Expiry Date: 28 October 2022
  • Job Ref: JN -092022-44079

Works closely in partnership with the commodity trading desk and the E-Trading Quant team to provide platforms and services for Instrument management, CME/ICE venue management, Market Data, Pricing, Hedging, Execution, Trade Capture and Data Analytics etc.

The successful candidate must have a can-do attitude and will work as a self-motivated hands-on core java quant developer in a typical highly distributed E-Trading system via third party connectivity provider’s API. The trading environment is typical CME/ICE oriented which is very sensitive to the latency so HPC(high performance computing) in a multi-threaded environment is critical to this role.

Product coverage starts from some common fixed income instruments electronic traded in CME/ICE exchanges. The role involves close interaction with quant/trading/tech/third party vendors on a day-to-day basis so strong communication skills and a proven track record of deliveries and working in a fast paced front-office environment are also important.

Responsibilities include:

  • Working closely with the commodity trading desk, E-Trading Quants, Tech, Supports and Sales to understand new requirements and any business facing issues
  • Full lifecycle multi-tasks development - design and implement robust, sustainable, serviceable solutions - both small enhancements and longer term strategic projects
  • Provision of third line support

Quality criteria:

The successful candidate will demonstrate the following qualities:

  • A strong technical focus and a quality approach to application development combined with a desire to understand accommodate and adapt to business priorities with the latest technologies
  • An outstanding work ethic with can-do attitude to deliver high quality applications on time and on budget in a fast paced working environment
  • A self-motivated self-starter who enjoys working in a very demanding front office environment and engaging with all stake holders to build/maintain a world class trading platform
  • Excellent communication skills, ability to build strong working relationships with front-office stakeholders and collaborate effectively across a globally distributed development team

Skills, experience, qualifications and knowledge required:

  • data structures, algorithms, design patterns, be minimalist when it comes to design
  • fluent in core Java, knowledgeable enough in JVM to be able to optimize in low latency space
  • threading & advanced synchronization primitives
  • distributed systems (leader election, quorum, clocks, locks) and their deployment
  • binary serialization protocols
  • messaging
  • exposure to tick data databases
  • orderbook dynamics
  • knowledge of e-Trading workflows (Contribution, Trading, Pricing, Hedging, Execution, STP, Market data)

Skills, experience, qualifications and knowledge preferred:

  • Knowledge of Fixed income instruments listed in CME/ICE
  • E-Trading pricing/hedging/execution
  • Python
  • Analytic framework
  • Graph theory