Algorithmic Trading Developer - C++
United States-New York-New York
Employee / Individual contributor
Within SOCIETE GENERALE’s Corporate and Investment Banking arm, the MARK department focuses on all asset classes including equity, equity derivatives, FX, credit, commodities products and services. The ITEC department is the Information Technology department of SG within the Investment bank. It provides global solution with in house developments and vendor systems to support its operational processes and secure its business growth. ITEC is a worldwide entity spread across Europe, New York and Asia. It is composed of Project Managers, Business Analysts, Developers, Quality assurance and Application Support representatives.
The FAR Group is a front office algorithmic development team working for the MARK traders (equity flow business, fixed income, electronic arbitrage and volatility equity trading business). The FAR develop real-time trading algos on electronic markets, monitoring tools as well as back-test tools in business areas where the activity is particularly critical or very promising. The FAR guarantee fast development of new trading strategies and ensure a constant technical advance over the concurrence.
QMM desk (Quantitative Market Making), within the MARK/EQD organization
(Equities and Equity Derivatives) is looking to add an experienced algorithmic
developer to the team. The Algo
Developer will be responsible for developing complex algorithmic systems to
manage a wide variety of electronic flows. The team builds systems which are required to execute in fragmented and
fast moving markets which are continuing to gain speed. The role involves sitting directly with a
team of highly skilled quant traders which generate sophisticated model driven
key goal for the rates desk is to continually automate electronic flows and
adopt quantitative methods to drive better execution. The Algo Developer will have experience
developing real-time systems capable of trading in fast markets with an
emphasis of solid code that scales well.
The environment is fast moving and it’s critical that the candidate be
able to quickly translate new ideas into solid implementations.
include but are not limited to:
- Develop, ensure baseline and support
low latency trading systems and related tools.
- Take full ownership of algorithmic
systems from inception to delivery.
- Work directly with traders to
understand their needs and to implement their trading strategies.
- Analyze performance of end-to-end
systems using tools such as profilers, log aggregators, network sniffers.
- Communicate and liaise with support
team, infrastructure and market access development team to improve the
- Adapt existing tools, used in other
regions, to the US electronic business
- Understand key industry trends in
algo development and market microstructure.
- Collaborate with other members of algo
development team in Americas
mindset being able to switch gears quickly
to self-organize work
analytical and problem solving skills
communication skills – ability to work as part of a global team
to work on different subjects at the same time
to function in a high-pressure environment and to meet stringent deadlines for
technical skills in C++ - real-time, multithreaded, high availability
object-oriented programming skills and design patterns
with Development on Linux
with performance testing and profiling
of distributed design concepts including computer architecture and network architecture
methodologies, continuous delivery
- Desired/ Plus:
with Low Latency trading application
on Equities Trading
of CVS, SVN, or GIT
Prior Work experience
of 3 years of experience as front office algo developer, with strong knowledge
of real time trading application and exchange connectivity
degree in computer science, engineering, math, physics, or similar
- Desired/ Plus:
master degree or equivalent would be a