Algorithmic Trading Engineer

Royal Bank of Canada

Education
Benefits
Qualifications
Skills

Job Summary

Job Description

Algorithmic Trading Engineer, RBC Capital Markets, LLC, New York, NY:

Responsible to facilitate the build out of an enterprise wide cross-asset multi-strategy Algorithmic trading framework with emphasis on Equities/Macro products. Identify and implement solutions to optimize performance and maintain low latency. Work with Traders and Quants within multiple desks, such as Rates, FX, and Credit, to understand their requirement and formulate solutions. Work with business Stakeholders to build new and maintain existing Algos and customizations. Develop an in depth understanding of existing algorithmic trading applications and work on migrating it to a new container platform. Identify and implement solutions to optimize performance and maintain low latency. Leverage new technologies and approaches with continuous improvement in mind. Tailor the algorithmic container to meet the demand to house increasingly more sophisticated algorithmic strategies.

Full time employment, Monday – Friday, 40 hours per week.

MINIMUM REQUIREMENTS:

Bachelor’s degree in Computer Science, Applied Sciences, Engineering, Mathematics, or a related field and 5 years of progressive, post-baccalaureate work experience. In the alternative, a Master’s degree in Computer Science, Applied Sciences, Engineering, Mathematics, or a related field and 3 year of related work experience. 

Must have 3 years of experience in:

  • Java or C++;
  • Creating, maintaining, and enhancing algorithmic trading engines, order management systems and/or smart order routing solutions across multiple asset classes;
  • KDB+ and K programming language;
  • Algorithmic trading, model calibration, Market Data and statistical research strategies used by front office group; and,
  • Memory management challenges that exist in high throughput low latency trading applications.

Employer will accept any suitable combination of education, training or experience.

Travel: International Travel up to 5%

The base salary for this job is $150,000 per year. This salary does not include other elements of total compensation, including a discretionary bonus and benefits such as a 401(k) program with company-matching contributions; health, dental, vision, life and disability insurance; and paid time-off plan.

RBC’s compensation philosophy and principles recognize the importance of a highly qualified global workforce and plays a critical role in attracting, engaging and retaining talent that:

  • Drives RBC’s high performance culture
  • Enables collective achievement of our strategic goals
  • Generates sustainable shareholder returns and above market shareholder value

TO APPLY: Please click the “Apply” Button.

Job Skills

Application Development, Application Integrations, Application Maintenance, Applications Architecture, Detail-Oriented, Enterprise Application Delivery, Problem Solving, Programming Languages, Software Development Life Cycle (SDLC), System Applications

Additional Job Details

Address:

BROOKFIELD PLACE FKA 3 WORLD FINANCIAL CENTER, 200 VESEY STREET:NEW YORK

City:

New York

Country:

United States of America

Work hours/week:

40

Employment Type:

Full time

Platform:

Capital Markets

Job Type:

Regular

Pay Type:

Salaried

Posted Date:

2024-02-09

Application Deadline:

Inclusion and Equal Opportunity Employment

At RBC, we embrace diversity and inclusion for innovation and growth. We are committed to building inclusive teams and an equitable workplace for our employees to bring their true selves to work. We are taking actions to tackle issues of inequity and systemic bias to support our diverse talent, clients and communities.


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Confirmed 15 hours ago. Posted 30+ days ago.

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