Algorithmic Trading Developer - C++

Societe Generale

Company Type
Experience
Responsibilities
Skills
Workhours

Algorithmic Trading Developer - C++ (M/W) -

Job Type

Permanent contract

Organization

GBIS/ITEC/MKT

Primary Location

United States-New York-New York

Job Level

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. 

Missions

The 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 signals. 

 

A 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.   


Primary tasks 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 trading systems.
  • 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

Profile

Competencies

  • Required:
    • Excellent programming skills
    • Adaptive mindset being able to switch gears quickly
    • Ability to self-organize work
    • Strong analytical and problem solving skills
    • Strong communication skills – ability to work as part of a global team
    • Aptitude to work on different subjects at the same time
    • Ability to function in a high-pressure environment and to meet stringent deadlines for completing tasks

Technical skills

  • Required:
    • Strong technical skills in C++ - real-time, multithreaded, high availability
    • Strong object-oriented programming skills and design patterns
    • Experience with Development on Linux
    • Experience with performance testing and profiling
    • Understanding of distributed design concepts including computer architecture and network architecture
    • Agile methodologies, continuous delivery
  • Desired/ Plus:
    • C# skills
    • Experience with Low Latency trading application
    • Knowledge on Equities Trading
    • Knowledge of CVS, SVN, or GIT
    • Unit testing tools
 

Prior Work experience

  • Required:
    • Minimum of 3 years of experience as front office algo developer, with strong knowledge of real time trading application and exchange connectivity
Education
  • Required:
    • B.S degree in computer science, engineering, math, physics, or similar
  • Desired/ Plus:
    • A master degree or equivalent  would be a plus
Read Full DescriptionHide Full Description
Confirmed 21 hours ago. Posted 30+ days ago.

Discover Similar Jobs

Suggested Articles

One Step Register
Need an account? Sign Up