Senior Developer / Trading Algorithms

Job Description

Deep Value is looking for two Senior Developers / Trading Algorithms to help take on the challenge of implementing the trading algorithms developed in-conjunction with our statistical research team. Any trading algorithm is a sophisticated synthesis of complex statistics and computer-know-how to ensure optimal execution at the various US market centers (NYSE, Nasdaq etc.). We are looking for a multi-disciplinary developer with a deep knowledge of what constitutes good design, as well as a solid understanding of statistics. If your idea of an interesting career is writing a trading algorithm that watches the standard deviation of the bid/ask spread in 16 US market places, doing real-time analysis of fast-moving Level2 data to place split-second order in the market, then this may well be the role for you. You will be working with top architects and statisticians in a global development team to design and implement core algorithmic trading logic.

Essential Functions

1. Designing and implementing trading algorithms within Deep Values clustered grid engine.
2. Debugging and proposing fixes for complex trading interactions that may have run into problems.
3. Interacting with our architecture design team to ensure that they are building the underlying architecture that the trading team requires.
4. Interacting with Research to fully understand and implement trading logic, including proposing how we can best make use of the technology at our disposal

Qualifications

1. Computer Science degree from a top university
2. 3 – 8 years experience in core Java
3. Passion for writing clean, re-usable software
4. Good knowledge of basic statistics
5. Eye for detail at every level

Assets

1. Knowledge of US Equity Markets
2. Knowledge of the FIX protocol